Pages that link to "Item:Q814889"
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The following pages link to Control of ruin probabilities by discrete-time investments (Q814889):
Displaying 13 items.
- First passage problems for nonstationary discrete-time stochastic control systems (Q389826) (← links)
- Finite approximation of the first passage models for discrete-time Markov decision processes with varying discount factors (Q513821) (← links)
- Verification of discrete time stochastic hybrid systems: a stochastic reach-avoid decision problem (Q624936) (← links)
- MDP algorithms for portfolio optimization problems in pure jump markets (Q964693) (← links)
- Mean-variance portfolio selection for a non-life insurance company (Q2472194) (← links)
- First Passage Optimality and Variance Minimisation of Markov Decision Processes with Varying Discount Factors (Q2949847) (← 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)
- First Passage Exponential Optimality Problem for Semi-Markov Decision Processes (Q5153598) (← links)
- First passage risk probability optimality for continuous time Markov decision processes (Q5227202) (← links)
- Minimizing Upper Bound of Ruin Probability Under Discrete Risk Model with Markov Chain Interest Rate (Q5259095) (← links)
- On Discrete-Time Dynamic Programming in Insurance: Exponential Utility and Minimizing the Ruin Probability (Q5430576) (← links)
