The following pages link to Optimal investment for insurers (Q5942779):
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)
- Optimal investment and reinsurance strategy (Q355312) (← links)
- Asymptotic results for renewal risk models with risky investments (Q454867) (← links)
- Ruin probabilities under general investments and heavy-tailed claims (Q483712) (← links)
- Optimal investment under transaction costs for an insurer (Q487570) (← links)
- Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk (Q495442) (← links)
- Optimal investment with multiple risky assets for an insurer with modified periodic risk process (Q498092) (← links)
- On optimal dividends with exponential and linear penalty payments (Q506101) (← 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)
- On optimal control of capital injections by reinsurance and investments (Q621769) (← 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 multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer (Q646755) (← links)
- Upper bound for finite-time ruin probability in a Markov-modulated market (Q646756) (← 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 and investment with unobservable claim size and intensity (Q743155) (← links)
- Asymptotic ruin probabilities for proportional investment under interest force with dominatedly-varying-tailed claims (Q744743) (← links)
- Optimal investment for insurer with jump-diffusion risk process (Q817297) (← links)
- Optimal investment for an insurer with exponential utility preference (Q865611) (← links)
- Asymptotic and numerical analysis of the optimal investment strategy for an insurer (Q865616) (← links)
- Controlled risk processes in discrete time: lower and upper approximations to the optimal probability of ruin (Q882869) (← links)
- Optimal investment for an insurer in the Lévy market: the martingale approach (Q923862) (← links)
- On reinsurance and investment for large insurance portfolios (Q939386) (← links)
- The ruin probability in the presence of extended regular variation and optimal investment (Q951756) (← links)
- Optimal investment policy and dividend payment strategy in an insurance company (Q990379) (← links)
- Optimal investment for an insurer: the martingale approach (Q995514) (← links)
- Dividend maximization under consideration of the time value of ruin (Q997096) (← links)
- Minimizing the probability of lifetime ruin under borrowing constraints (Q997099) (← links)
- Integrated insurance risk models with exponential Lévy investment (Q998271) (← links)
- Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints (Q1003812) (← links)
- An optimal investment strategy with maximal risk aversion and its ruin probability (Q1006559) (← links)
- Optimal proportional reinsurance and investment with transaction costs. I: Maximizing the terminal wealth (Q1023113) (← links)
- Ruin probabilities in the presence of regularly varying tails and optimal investment. (Q1413312) (← links)
- Asymptotic ruin probabilities and optimal investment (Q1425485) (← links)
- Ruin probabilities and optimal investment when the stock price follows an exponential Lévy process (Q1636928) (← links)
- Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model (Q1639554) (← links)
- A novel distributed quantum-behaved particle swarm optimization (Q1659270) (← links)
- On optimal dividends with penalty payments in the Cramér-Lundberg model (Q1689031) (← links)
- Optimal investment and premium control in a nonlinear diffusion model (Q1690570) (← links)
- Optimal dividend and investment problems under Sparre Andersen model (Q1704145) (← links)
- Optimal investment for insurers with the extended CIR interest rate model (Q1722131) (← links)
- Maximizing a robust goal-reaching probability with penalization on ambiguity (Q1757373) (← links)
- Derivatives trading for insurers (Q1757608) (← links)
- Upper bounds for ruin probabilities under stochastic interest rate and optimal investment strategies (Q1757966) (← links)
- Wealth investment strategies for insurance companies and the probability of ruin (Q1787826) (← links)
- Minimizing the probability of ruin: optimal per-loss reinsurance (Q1799651) (← links)
- Optimal control of risk exposure, reinsurance and investments for insurance portfolios (Q1888891) (← links)
