Results 61 to 68 of about 594 (68)

Robust optimal investment and proportional reinsurance toward joint interests of the insurer and the reinsurer

Communications in Statistics - Theory and Methods, 2017
Jieming Zhou, Ya Huang
exaly  

Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility

Stochastic Models, 2011
Stefan Thonhauser, Hansjörg Albrecher
exaly  

Dynamic assessment indices

Stochastics, 2016
Tomasz R Bielecki, Igor Cialenco, Samuel Drapeau   +2 more
exaly  

Risk Measures and Comonotonicity: A Review

Stochastic Models, 2006
exaly  

Optimal investment and risk control policies for an insurer in an incomplete market

Optimization, 2019
Jieming Zhou, Ya Huang, Xuyan Xiang
exaly  

Optimal Proportional Reinsurance and Ruin Probability

Stochastic Models, 2007
Zhibin Liang
exaly  

Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments

Stochastics, 2018
exaly  

Risk Measures and Robust Optimization Problems

Stochastic Models, 2006
exaly