Pages that link to "Item:Q661254"
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The following pages link to On optimal investment in a reinsurance context with a point process market model (Q661254):
Displaying 8 items.
- On optimal investment in a reinsurance context with a point process market model (Q661254) (← links)
- Portfolio selection and risk control for an insurer in the Lévy market under mean-variance criterion (Q2405932) (← links)
- Optimal stopping for partially observed piecewise-deterministic Markov processes (Q2447709) (← links)
- Minimizing capital injections by investment and reinsurance for a piecewise deterministic reserve process model (Q4562056) (← links)
- Minimizing Ruin Probabilities by Reinsurance and Investment: A Markovian Decision Approach (Q4593611) (← links)
- Ruin Probabilities in a Finite-Horizon Risk Model with Investment and Reinsurance (Q4903035) (← links)
- Optimal investment and risk control policies for an insurer in an incomplete market (Q5239078) (← links)
- On Discrete-Time Dynamic Programming in Insurance: Exponential Utility and Minimizing the Ruin Probability (Q5430576) (← links)
