Pages that link to "Item:Q5022533"
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The following pages link to Ruin Minimization for Insurers with Borrowing Constraints (Q5022533):
Displaying 12 items.
- Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints (Q1003812) (← links)
- Optimal investment for an insurer under liquid reserves (Q2031332) (← links)
- Optimal investment and reinsurance to minimize the probability of drawdown with borrowing costs (Q2076360) (← links)
- Maximizing the goal-reaching probability before drawdown with borrowing constraint (Q2130910) (← links)
- Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model (Q2444720) (← links)
- Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model (Q2447423) (← links)
- Robust optimal investment and reinsurance to minimize a goal-reaching probability with constrained control variables (Q2691507) (← links)
- Optimal reinsurance: minimize the expected time to reach a goal (Q4575374) (← links)
- Optimal constrained investment in the Cramer-Lundberg model (Q4576860) (← links)
- Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model (Q5117677) (← links)
- Proportional reinsurance and investment in multiple risky assets under borrowing constraint (Q5117679) (← links)
- Asymptotic Investment Behaviors under a Jump-Diffusion Risk Process (Q5379206) (← links)
