Dynamic mean-variance problem with constrained risk control for the insurers.
- Published in:
- Mathematical Methods of Operations Research, 2008, v. 68, n. 1, p. 181, doi. 10.1007/s00186-007-0195-4
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- Article
Works matching IS 14322994 AND DT 2008 AND VI 68 AND IP 1
Results: 8
1
2
Long-term staffing based on qualification profiles.
- Published in:
- Mathematical Methods of Operations Research, 2008, v. 68, n. 1, p. 21, doi. 10.1007/s00186-007-0192-7
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- Article
3
The path player game.
- Published in:
- Mathematical Methods of Operations Research, 2008, v. 68, n. 1, p. 1, doi. 10.1007/s00186-007-0188-3
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- Article
4
Moments of first passage times in general birth–death processes.
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- Mathematical Methods of Operations Research, 2008, v. 68, n. 1, p. 49, doi. 10.1007/s00186-007-0174-9
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- Article
5
Discounted cost optimality problem: stability with respect to weak metrics.
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- Mathematical Methods of Operations Research, 2008, v. 68, n. 1, p. 77, doi. 10.1007/s00186-007-0171-z
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- Publication type:
- Article
6
Optimal time to change premiums.
- Published in:
- Mathematical Methods of Operations Research, 2008, v. 68, n. 1, p. 125, doi. 10.1007/s00186-007-0182-9
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- Publication type:
- Article
7
An optimal investment strategy with maximal risk aversion and its ruin probability.
- Published in:
- Mathematical Methods of Operations Research, 2008, v. 68, n. 1, p. 159, doi. 10.1007/s00186-007-0191-8
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- Publication type:
- Article
8
Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk.
- Published in:
- Mathematical Methods of Operations Research, 2008, v. 68, n. 1, p. 97, doi. 10.1007/s00186-007-0190-9
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- Publication type:
- Article