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Optimal non-proportional reinsurance control and stochastic differential games
Taksar, Michael I.; Zeng, Xudong - In: Insurance / Mathematics & economics 48 (2011) 1, pp. 64-71
Persistent link: https://www.econbiz.de/10008839763
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Adaptive control strategies and dependence of finite time ruin on the premium loading
Malinovskii, Vsevolod K. - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 81-94
Persistent link: https://www.econbiz.de/10003681609
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Optimal control and dependence modeling of insurance portfolios with Lévy dynamics
Bäuerle, Nicole; Blatter, Anja - In: Insurance / Mathematics & economics 48 (2011) 3, pp. 398-405
Persistent link: https://www.econbiz.de/10008989286
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Classical and singular stochastic control for the optimal dividend policy when there is regime switching
Sotomayor, Luz R.; Cadenillas, Abel - In: Insurance / Mathematics & economics 48 (2011) 3, pp. 344-354
Persistent link: https://www.econbiz.de/10008989297
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Valuation of variable annuities with guaranteed minimum withdrawal and death benefits via stochastic control optimization
Luo, Xiaolin; Shevchenko, Pavel V. - In: Insurance / Mathematics & economics 62 (2015), pp. 5-15
Persistent link: https://www.econbiz.de/10011312092
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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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Stochastic Pareto-optimal reinsurance policies
Zeng, Xudong; Luo, Shangzhen - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 671-677
Persistent link: https://www.econbiz.de/10010227906
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Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework
He, Lin; Liang, Zongxia - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 643-649
Persistent link: https://www.econbiz.de/10010227913
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Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
Yi, Bo; Li, Zhongfei; Viens, Frederi G.; Zeng, Yan - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 601-614
Persistent link: https://www.econbiz.de/10010227929
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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