Pages that link to "Item:Q5715959"

The following pages link to Optimal Investment for an Insurer to Minimize Its Probability of Ruin (Q5715959):

Displaying 43 items.

• A Bayesian approach for optimal reinsurance and investment in a diffusion model (Q383414) (← links)
• On optimal proportional reinsurance and investment in a hidden Markov financial market (Q523747) (← links)
• A BSDE approach to a risk-based optimal investment of an insurer (Q627068) (← links)
• Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process (Q634007) (← links)
• Optimal investment and reinsurance of an insurer with model uncertainty (Q659098) (← links)
• Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks (Q743147) (← links)
• Optimal reinsurance-investment strategy for a dynamic contagion claim model (Q784437) (← links)
• Optimal investment for insurer with jump-diffusion risk process (Q817297) (← links)
• Asymptotic and numerical analysis of the optimal investment strategy for an insurer (Q865616) (← links)
• Optimal investment for an insurer in the Lévy market: the martingale approach (Q923862) (← links)
• Optimal investment for an insurer: the martingale approach (Q995514) (← links)
• Optimal investment and premium control in a nonlinear diffusion model (Q1690570) (← links)
• Stochastic maximum principle for partial information optimal investment and dividend problem of an insurer (Q1716975) (← links)
• Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets (Q1735027) (← links)
• Mean-risk portfolio management with bankruptcy prohibition (Q1735044) (← links)
• Wealth investment strategies for insurance companies and the probability of ruin (Q1787826) (← links)
• Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model (Q1794832) (← links)
• Minimizing the probability of ruin: optimal per-loss reinsurance (Q1799651) (← links)
• Optimal investment with multiple risky assets for an insurer in an incomplete market (Q1956113) (← links)
• Optimal time-consistent investment and reinsurance strategy under time delay and risk dependent model (Q2007166) (← links)
• Robust optimal reinsurance and investment strategies for an AAI with multiple risks (Q2010895) (← links)
• Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model (Q2015617) (← links)
• Optimal investment for an insurer under liquid reserves (Q2031332) (← links)
• Martingale method for optimal investment and proportional reinsurance (Q2036123) (← links)
• Time-consistent investment-reinsurance strategy with a defaultable security under ambiguous environment (Q2076384) (← links)
• Robust optimal investment and reinsurance of an insurer under jump-diffusion models (Q2327727) (← links)
• On minimizing the ultimate ruin probability of an insurer by reinsurance (Q2336999) (← links)
• Optimal investment and proportional reinsurance in the Sparre Andersen model (Q2391925) (← links)
• Optimal investment strategies for an insurer and a reinsurer with a jump diffusion risk process under the CEV model (Q2406314) (← links)
• Family optimal investment strategy for a random household expenditure under the CEV model (Q2423522) (← links)
• Optimal decision on dynamic insurance price and investment portfolio of an insurer (Q2442539) (← links)
• Optimal proportional reinsurance for controlled risk process which is perturbed by diffusions (Q2468793) (← links)
• Optimal portfolio choice for an insurer with loss aversion (Q2513637) (← links)
• Optimal reinsurance and investment strategy with two piece utility function (Q2628182) (← links)
• Mean-variance investment and risk control strategies -- a time-consistent approach via a forward auxiliary process (Q2657018) (← links)
• An HMM approach for optimal investment of an insurer (Q2864634) (← links)
• Optimal investment-reinsurance with dynamic risk constraint and regime switching (Q2868609) (← links)
• Maximization of the Survival Probability by Franchise and Deductible Amounts in the Classical Risk Model (Q2946097) (← links)
• Ruin theory for classical risk process that is perturbed by diffusion with risky investments (Q3077452) (← links)
• Optimal investment and proportional reinsurance with constrained control variables (Q3098479) (← links)
• OPTIMAL INVESTMENT AND REINSURANCE IN A JUMP DIFFUSION RISK MODEL (Q3108516) (← links)
• A stochastic differential game for optimal investment of an insurer with regime switching (Q3169215) (← links)
• Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model (Q5414522) (← links)