Analytical Solutions of Insurer and Reinsurer Strategy with Environmental Noise under Logarithm Utility (original) (raw)

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Optimal Investment and Risk Control Problem for an Insurer: Expected Utility Maximization

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Optimal dynamic reinsurance with dependent risks: variance premium principle

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Optimal investment and risk control policies for an insurer: Expected utility maximization

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Robust Optimal Reinsurance and Investment Problem with p-Thinning Dependent and Default risks

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Mathematical Modelling of an Insurer's Portfolio and Reinsurance Strategy under the CEV Model and CRRA Utility

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Modeling financial reinsurance in the casualty insurance business via stochastic programming

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Reducing the Possibility of Ruin by Maximizing the Survival Function for the Insurance Company’s Portfolio

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