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31
Stochastic differential portfolio games for an insurer in a jump-diffusion risk process
Lin, Xiang
;
Zhang, Chunhong
;
Siu, Tak Kuen
- In:
Mathematical methods of operations research
75
(
2012
)
1
,
pp. 83-100
Persistent link: https://www.econbiz.de/10009490707
Saved in:
32
Portfolio
Insurance
in der Praxis
Hohmann, Ralf
- In:
Die Bank
(
2015
)
5
,
pp. 13-15
Persistent link: https://www.econbiz.de/10010511995
Saved in:
33
Optimal investment strategies for
insurance
companies when capital requirements are imposed by a standard formula
Fischer, Katharina
;
Schlütter, Sebastian
- In:
The Geneva risk and insurance review
40
(
2015
)
1
,
pp. 15-40
Persistent link: https://www.econbiz.de/10011430682
Saved in:
34
A theoretical assessment on optimal asset allocations in
insurance
industry
Jarraya, Bilel
;
Bouri, Abdelfettah
- In:
International journal of finance & banking studies : JJFBS
2
(
2013
)
4
,
pp. 30-44
Persistent link: https://www.econbiz.de/10010532785
Saved in:
35
Contractual savings, stock, and asset markets
Impavido, Gregorio
-
2000
nonlife
insurance
companies contribute to stock market development …
Persistent link: https://www.econbiz.de/10010524237
Saved in:
36
Constant proportion portfolio
insurance
under a regime switching exponential Lévy process
Weng, Chengguo
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 508-521
Persistent link: https://www.econbiz.de/10009763599
Saved in:
37
Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps
Zeng, Yan
;
Li, Zhongfei
;
Lai, Yongzeng
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 498-507
Persistent link: https://www.econbiz.de/10009763600
Saved in:
38
Inwestycje finansowe i ubezpieczenia - tendencje ´swiatowe a polski rynek
Jajuga, Krzysztof
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009410798
Saved in:
39
Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer
Bi, Junna
;
Meng, Qingbin
;
Zhang, Yongji
- In:
Stochastic methods in reliability and risk management : …
,
(pp. 43-59)
.
2014
Persistent link: https://www.econbiz.de/10010238846
Saved in:
40
Optimization of probability of survival of
insurance
company investment with power utility function
Ihedioha, Silas A.
;
Osu, Bright O.
- In:
Inventi impact: microfinance & banking
(
2014
)
1
,
pp. 26-31
Persistent link: https://www.econbiz.de/10010344835
Saved in:
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