Pages that link to "Item:Q5900214"
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The following pages link to Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA) (Q5900214):
Displaying 50 items.
- Optimal investment problem for an insurer and a reinsurer (Q256739) (← links)
- Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling (Q282282) (← links)
- Robust non-zero-sum stochastic differential reinsurance game (Q320290) (← links)
- Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q328530) (← links)
- A Bayesian approach for optimal reinsurance and investment in a diffusion model (Q383414) (← links)
- Optimal proportional reinsurance and investment with minimum probability of ruin (Q426584) (← links)
- Optimal proportional reinsurance with common shock dependence (Q495436) (← links)
- Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk (Q495442) (← links)
- Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information (Q519261) (← links)
- On optimal proportional reinsurance and investment in a hidden Markov financial market (Q523747) (← links)
- Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection (Q625791) (← links)
- Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process (Q634007) (← links)
- Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation (Q659110) (← links)
- Constant elasticity of variance model for proportional reinsurance and investment strategies (Q661201) (← links)
- Robust optimal investment and reinsurance problem for the product of the insurer's and the reinsurer's utilities (Q724542) (← links)
- Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks (Q743147) (← links)
- Optimal reinsurance and investment with unobservable claim size and intensity (Q743155) (← links)
- Optimal reinsurance and investment in a diffusion model (Q777940) (← links)
- Optimal reinsurance-investment strategy for a dynamic contagion claim model (Q784437) (← links)
- Asymptotic and numerical analysis of the optimal investment strategy for an insurer (Q865616) (← links)
- Minimization of absolute ruin probability under negative correlation assumption (Q896770) (← links)
- Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables (Q898969) (← links)
- Optimal reinsurance with both proportional and fixed costs (Q900546) (← links)
- Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps (Q903344) (← links)
- Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint (Q931183) (← links)
- Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints (Q1003812) (← links)
- Optimal reinsurance strategy under fixed cost and delay (Q1009679) (← links)
- Optimal proportional reinsurance and investment with transaction costs. I: Maximizing the terminal wealth (Q1023113) (← links)
- Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model (Q1639554) (← links)
- Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance (Q1644203) (← links)
- Alpha-robust mean-variance reinsurance-investment strategy (Q1656367) (← links)
- Purchasing casualty insurance to avoid lifetime ruin (Q1681093) (← links)
- Optimal investment and premium control in a nonlinear diffusion model (Q1690570) (← links)
- Robust portfolio decisions for financial institutions (Q1714474) (← links)
- Optimal reinsurance-investment problem for an insurer and a reinsurer with jump-diffusion process (Q1727315) (← links)
- Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets (Q1735027) (← links)
- Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers (Q1735037) (← links)
- Optimal reinsurance-investment strategy under risks of interest rate, exchange rate and inflation (Q1739353) (← links)
- Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q1743390) (← links)
- Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
- Non-zero-sum reinsurance games subject to ambiguous correlations (Q1755812) (← links)
- Maximizing a robust goal-reaching probability with penalization on ambiguity (Q1757373) (← links)
- Derivatives trading for insurers (Q1757608) (← links)
- Optimal reinsurance in a compound Poisson risk model with dependence (Q1786965) (← links)
- Minimizing the probability of ruin: optimal per-loss reinsurance (Q1799651) (← links)
- REACHING A BEQUEST GOAL WITH LIFE INSURANCE: AMBIGUITY ABOUT THE RISKY ASSET'S DRIFT AND MORTALITY'S HAZARD RATE (Q5213444) (← links)
- Optimal investment and reinsurance policies in insurance markets under the effect of inside information (Q5414518) (← links)
- Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model (Q5414522) (← links)
- Optimal proportional and excess-of-loss reinsurance for multiple classes of insurance business (Q6089414) (← links)
- Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework (Q6096581) (← links)
