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

✍ Scribed by Zou, Bin; Cadenillas, Abel

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The Expected Utility Hypothesis and the

✍ John P. Gould 📂 Article 📅 1969 🏛 University of Chicago Press 🌐 English ⚖ 296 KB

Optimal risk and dividend distribution c

✍ Michael I. Taksar 📂 Article 📅 2000 🏛 Springer 🌐 English ⚖ 299 KB

Optimal risk control and dividend distri

✍ Søren Asmussen; Bjarne Højgaard; Michael Taksar 📂 Article 📅 2000 🏛 Springer-Verlag 🌐 English ⚖ 301 KB

CLASSICAL AND IMPULSE STOCHASTIC CONTROL

✍ Abel Cadenillas; Tahir Choulli; Michael Taksar; Lei Zhang 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 181 KB

The Expected Cost Hypothesis and the Sel

✍ Christoph Haehling Von Lanzenauer 📂 Article 📅 1971 🏛 University of Chicago Press 🌐 English ⚖ 292 KB

Optimal reinsurance–investment problem f

✍ Li, Danping; Rong, Ximin; Zhao, Hui 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 618 KB