Pages that link to "Item:Q817297"

The following pages link to Optimal investment for insurer with jump-diffusion risk process (Q817297):

Displaying 50 items.

• Optimal investment problem for an insurer and a reinsurer (Q256739) (← links)
• Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model (Q282274) (← links)
• Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling (Q282282) (← links)
• A characterization of equilibrium strategies in continuous-time mean-variance problems for insurers (Q320304) (← links)
• Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk (Q333902) (← links)
• Optimal proportional reinsurance and investment with minimum probability of ruin (Q426584) (← links)
• A class of non-zero-sum stochastic differential investment and reinsurance games (Q466272) (← links)
• Optimal investment and excess of loss reinsurance with short-selling constraint (Q475706) (← links)
• Optimal proportional reinsurance with common shock dependence (Q495436) (← links)
• Optimal investment with multiple risky assets for an insurer with modified periodic risk process (Q498092) (← links)
• Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility (Q545562) (← links)
• Optimal premium pricing for a heterogeneous portfolio of insurance risks (Q609676) (← links)
• Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection (Q625791) (← 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 proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation (Q659110) (← links)
• A benchmarking approach to optimal asset allocation for insurers and pension funds (Q659228) (← links)
• An extended CEV model and the Legendre transform-dual-asymptotic solutions for annuity contracts (Q659261) (← links)
• Optimal control of uncertain systems with jump under optimistic value criterion (Q682844) (← 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-investment problem under mean-variance criterion with \(n\) risky assets (Q782116) (← links)
• Robust optimal reinsurance-investment strategy with price jumps and correlated claims (Q784390) (← links)
• Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance (Q824780) (← links)
• Optimal investment for an insurer with exponential utility preference (Q865611) (← links)
• Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information (Q896745) (← links)
• Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables (Q898969) (← links)
• Optimal investment for an insurer in the Lévy market: the martingale approach (Q923862) (← links)
• Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint (Q931183) (← links)
• Ruin problems with stochastic premium stochastic return on investments (Q934357) (← links)
• Optimal investment for an insurer: the martingale approach (Q995514) (← links)
• An optimal investment strategy with maximal risk aversion and its ruin probability (Q1006559) (← links)
• Dynamic mean-variance problem with constrained risk control for the insurers (Q1006562) (← links)
• Optimal proportional reinsurance and investment with transaction costs. I: Maximizing the terminal wealth (Q1023113) (← links)
• Optimal investment and consumption for an insurer with high-watermark performance fee (Q1665626) (← links)
• Nonzero-sum stochastic differential portfolio games under a Markovian regime switching model (Q1666474) (← links)
• Non-zero-sum stochastic differential reinsurance and investment games with default risk (Q1681455) (← links)
• Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model (Q1690497) (← links)
• Optimal investment and premium control in a nonlinear diffusion model (Q1690570) (← links)
• Optimal investment for insurers with the extended CIR interest rate model (Q1722131) (← links)
• Optimal control of investment-reinsurance problem for an insurer with jump-diffusion risk process: independence of Brownian motions (Q1722323) (← 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)
• Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q1743390) (← links)
• Maximizing a robust goal-reaching probability with penalization on ambiguity (Q1757373) (← links)
• Upper bounds for ruin probabilities under stochastic interest rate and optimal investment strategies (Q1757966) (← links)