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Minimizing the probability of lifetime drawdown under constant consumption
Angoshtari, Bahman; Bayraktar, Erhan; Young, Virginia R. - In: Insurance / Mathematics & economics 69 (2016), pp. 210-223
Persistent link: https://www.econbiz.de/10011533908
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Annuitization and asset allocation under exponential utility
Liang, Xiaoqing; Young, Virginia R. - In: Insurance / Mathematics & economics 79 (2018), pp. 167-183
Persistent link: https://www.econbiz.de/10011825434
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Time-consistent mean-variance portfolio optimization : a numerical impulse control approach
Staden, Pieter M. van; Dang, Duy Minh; Forsyth, Peter A. - In: Insurance / Mathematics & economics 83 (2018), pp. 9-28
Persistent link: https://www.econbiz.de/10011944090
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Minimizing the probability of ruin : optimal per-loss reinsurance
Liang, Xiaoqing; Young, Virginia R. - In: Insurance / Mathematics & economics 82 (2018), pp. 181-190
Persistent link: https://www.econbiz.de/10011929867
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Optimal dividend problem with a nonlinear regular-singular stochastic control
Chen, Mi; Peng, Xiaofan; Guo, Junyi - In: Insurance / Mathematics & economics 52 (2013) 3, pp. 448-456
Persistent link: https://www.econbiz.de/10009763629
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Optimal dividends and ALM under unhedgeable risk
Pelsser, Antoon André Jean; Laeven, Roger J. A. - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 515-523
Persistent link: https://www.econbiz.de/10010227973
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Optimal investment-reinsurance with delay for mean-variance insurers : a maximum principle approach
Shen, Yang; Zeng, Yan - In: Insurance / Mathematics & economics 57 (2014), pp. 1-12
Persistent link: https://www.econbiz.de/10010402753
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Optimal control of investment, premium and deductible for a non-life insurance company
Christensen, Bent Jesper; Parra-Alvarez, Juan Carlos; … - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 384-405
Persistent link: https://www.econbiz.de/10012793933
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Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets
Bi, Junna; Cai, Jun - In: Insurance / Mathematics & economics 85 (2019), pp. 1-14
Persistent link: https://www.econbiz.de/10011990589
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Optimal life-insurance selection and purchase within a market of several life-insurance providers
Mousa, A. S.; Pinheiro, D.; Pinto, A. A. - In: Insurance / Mathematics & economics 67 (2016), pp. 133-141
Persistent link: https://www.econbiz.de/10011457212