Keywords: G11; C61; G32; 91B30; 91B70; 91B16; 91G10; 93E20; IE13; IE12; IM52; IB91; IE53; IE43; Equilibrium control law; Time-consistent strategy; Investment-reinsurance; Partial information; Mean-variance criterion; Regime switching;
مقالات ISI (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: IM52; IE13; IB91; Investment-reinsurance; Mean-variance criterion; Backward stochastic differential equation; Efficient strategy; Efficient frontier;
Keywords: Absolute ruin probability; Optimal proportional reinsurance; Optimal investment; Negative correlation; HJB equation; G11; G22; 91B30; 91B70; 91G10; IM13; IB91; IM52; IE53;
Keywords: G11; C61; G32; 91B30; 91B70; 91B16; 91G10; 93E20; IE13; IE12; IM52; IB91; IE53; IE43; Optimal proportional reinsurance strategy; Optimal investment strategy; CRRA utility; Stochastic dynamic programming; Stochastic inflation index; Stochastic interest rat
Keywords: IM52; IE13; IB91; Investment-reinsurance; Mean-variance; Delay; Stochastic maximum principle;
Keywords: IM52; IE13; IB91; Time-consistent strategy; Investment and reinsurance; Insurer; Mean-variance criterion; Geometric Lévy process;
Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model
Keywords: IM52; IE13; IB91; Excess-of-loss reinsurance; Constant elasticity of variance model; Stochastic differential delay equation; Stochastic optimal control;
Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston's SV model
Keywords: IM52; IE13; IB91; Excess-of-loss reinsurance; Heston's stochastic volatility model; Stochastic differential delay equation; Hamilton-Jacobi-Bellman equation; Insurer;
Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model
Keywords: IM52; IE13; IB91; Investment and reinsurance strategy; Stochastic volatility; Time-consistency; Insurer; Mean-variance criterion;
On absolute ruin minimization under a diffusion approximation model
Keywords: IM52; IE53; IB91; Absolute ruin probability; HJB equation; Dynamic investment control; Diffusion approximation; Proportional reinsurance;
Optimal investment and reinsurance of an insurer with model uncertainty
Keywords: C73; G11; G22; IM52; IM50; IB90; IB91; IE53; Optimal investment; Proportional reinsurance; Model uncertainty; Stochastic differential game; Exponential utility; Penalty of ruin; HJBI equations;
On reinsurance and investment for large insurance portfolios
Keywords: IM52; IE53; IB91; Ruin probability; Stochastic control; Black-Scholes model; Hamilton-Jacobi-Bellman equation; Proportional reinsurance;