位置：成果数据库 > 期刊 > 期刊详情页
Dynamic mean-variance problem with constrained risk control for the insurers
  • 时间：0
  • 相关项目：几类随机过程的研究与相应的风险理论
同期刊论文项目
几类随机过程的研究与相应的风险理论
期刊论文 39 会议论文 1
同项目期刊论文
The compound binomial risk model with time-correlated claims
Ruin Probabilities of a Surplus Process Described by PDMPs
The compound Poisson process perturbed by a diffusion with a threshold dividend strategy
On the Ruin Problem in a Markov-Modulated Risk Model
Optimal Dividend Strategy in the Compound Poisson Model with Constant Interest
Optimal dividends in the Brownian motion risk model with interest
On the Gerber-Shiu discounted penalty unction for the ordinary renewal risk odel with constant inter
The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by di
Utility maximization with partial information: Hamilton-Jacobi-Bellman equation approach
On a risk model with dependence between claim sizes and claim intervals
The expected discounted penalty function for the perturbed compound Poisson risk process with consta
Optimal Proportional Reinsurance for Controlled Risk Process which is Perturbed by Diffusion
Ruin Probabilities in Cox Risk Models with Two Dependent Classes of Business
Some results on the compound Markov binomial model
Optimal Proportional Reinsurance and Ruin Probability
The dividend function in the jump-diffusion dual model with barrier dividend strategy
The Gerber–Shiu discounted penalty function for classical risk model with a two-step premium rate
On a Joint Distribution for the Classical Risk Process with a Stochastic Return on Investments
On the renewal risk process with stochastic interest
Discrete Risk Model Revisited
Some Results behind Dividend Problems
Total duration of negative surplus for the dual model
Optimal combinational quota-share and excess-of-loss reinsurance policies in a dynamic setting
On Optimality of the Barrier Strategy for the Classical Risk Model with Interest
On the Gerber-Shiu discounted penalty function for a surplus process described by PDMPs
Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constrain
带干扰的Erlang（2）风险模型罚金函数的期望
常利率下漂移布朗运动的分红问题
带常数分红壁的双边跳风险模型破产时的时间价值
带随机收入风险模型的联合分布
一类允许负资产运行的风险模型不破产概率
负二项（2）风险过程的破产概率
一类带延迟风险模型的破产概率的递推计算
一类排队系统在一个忙期内的平均顾客数
负二项（2）风险过程的Gerber—Shui罚金函数
跳扩散对偶模型在带壁分红策略下的分红函数
带干扰的Erlang（2）风险模型的不破产概率
The dividend function in the jump-diffusion dual model with barrier dividend strategy