Optimal Investment for an Insurer to Minimize Its Probability of Ruin
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference24 articles.
1. Controlled diffusion models for optimal dividend pay-out
2. The Capital Structure of a Firm
3. Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
4. Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time
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3. Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein–Uhlenbeck process;Scandinavian Actuarial Journal;2022-11-07
4. Reducing the Possibility of Ruin by Maximizing the Survival Function for the Insurance Company’s Portfolio;Journal of Mathematics;2022-05-09
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