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Journal
Affiliation
ISSN
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Optimal Investment and Proportional Reinsurance with Risk Constraint
(Articles)
Jingzhen Liu
,
Ka Fai Cedric Yiu
,
Ryan C. Loxton
,
Kok Lay Teo
Journal of Mathematical Finance
Vol.3 No.4
,October 17, 2013
DOI:
10.4236/jmf.2013.34046
4,194
Downloads
7,544
Views
Citations
Optimal Investment-Reinsurance Strategies for Insurers with Mean-Reversion and Mispricing under Variance Premium Principle
(Articles)
Yuzhen Wen
Applied Mathematics
Vol.9 No.7
,July 25, 2018
DOI:
10.4236/am.2018.97056
975
Downloads
1,953
Views
Citations
Hedging “Sudden Stops” and Emergent Recessions through International Reserves in Egypt—An Application of the Martingale Optimality Principle Approach
(Articles)
Ahmed S. Abutaleb
,
Michael G. Papaioannou
Journal of Mathematical Finance
Vol.11 No.3
,August 3, 2021
DOI:
10.4236/jmf.2021.113024
131
Downloads
554
Views
Citations
Dynamic Reinsurance Strategy
(Articles)
Miwaka Yamashita
Journal of Mathematical Finance
Vol.13 No.3
,August 9, 2023
DOI:
10.4236/jmf.2023.133018
93
Downloads
496
Views
Citations
This article belongs to the Special Issue on
Mathematical Finance and Applications
Optimal Proportional Reinsurance in a Bivariate Risk Model
(Articles)
Cristina Gosio
,
Ester C. Lari
,
Marina Ravera
Modern Economy
Vol.6 No.6
,June 8, 2015
DOI:
10.4236/me.2015.66062
3,142
Downloads
4,046
Views
Citations
Stochastic Maximum Principle for Optimal Advertising Models with Delay and Non-Convex Control Spaces
(Articles)
Giuseppina Guatteri
,
Federica Masiero
Advances in Pure Mathematics
Vol.14 No.6
,June 18, 2024
DOI:
10.4236/apm.2024.146025
8
Downloads
76
Views
Citations
Combined Optimal Stopping and Mixed Regular-Singular Control of Jump Diffusions
(Articles)
Charles Kusaya
,
Memory Mandiudza
,
Nicholas Mwareya
,
Confess Matete
,
Leonard Shambira
,
Nyashadzashe Ngaza
Journal of Mathematical Finance
Vol.11 No.2
,April 1, 2021
DOI:
10.4236/jmf.2021.112010
390
Downloads
910
Views
Citations
Application of Generalized Geometric Itô-Lévy Process to Investment-Consumption-Insurance Optimization Problem under Inflation Risk
(Articles)
Obonye Doctor
Journal of Mathematical Finance
Vol.11 No.2
,March 2, 2021
DOI:
10.4236/jmf.2021.112008
590
Downloads
1,219
Views
Citations
Production Planning of a Failure-Prone Manufacturing/Remanufacturing System with Production-Dependent Failure Rates
(Articles)
Annie Francie Kouedeu
,
Jean-Pierre Kenné
,
Pierre Dejax
,
Victor Songmene
,
Vladimir Polotski
Applied Mathematics
Vol.5 No.10
,June 6, 2014
DOI:
10.4236/am.2014.510149
3,904
Downloads
5,549
Views
Citations
Continuous-Time Mean-Variance Portfolio Selection with Inflation in an Incomplete Market
(Articles)
Yingying Xu
,
Zhuwu Wu
Journal of Financial Risk Management
Vol.3 No.2
,June 12, 2014
DOI:
10.4236/jfrm.2014.32003
3,101
Downloads
4,792
Views
Citations
The Investors’ Behavior towards the Relationship between Bitcoin, Litcoin, Dash Coins, and Gold: A Portfolio Modeling Approach
(Articles)
Asma Maghrebi
,
Fathi Abid
Journal of Mathematical Finance
Vol.11 No.3
,August 19, 2021
DOI:
10.4236/jmf.2021.113028
387
Downloads
1,965
Views
Citations
This article belongs to the Special Issue on
Stochastic and Financial Mathematics
Numerical Methods in Financial and Actuarial Applications: A Stochastic Maximum Principle Approach
(Articles)
Marina Di Giacinto
Journal of Mathematical Finance
Vol.8 No.2
,April 4, 2018
DOI:
10.4236/jmf.2018.82019
1,158
Downloads
3,320
Views
Citations
This article belongs to the Special Issue on
Actuarial Science and Finance
Stop-Loss Reinsurance Threshold for Dependent Risks
(Articles)
Agnella Nemuo Mandia
,
Patrick Guge Oloo Weke
,
Joseph Kyalo Mung’atu
Journal of Mathematical Finance
Vol.13 No.3
,August 11, 2023
DOI:
10.4236/jmf.2023.133019
89
Downloads
485
Views
Citations
Optimal Portfolios of an Insurer and a Reinsurer under Proportional Reinsurance and Power Utility Preference
(Articles)
Silas A. Ihedioha
,
Bright O. Osu
Open Access Library Journal
Vol.2 No.12
,December 29, 2015
DOI:
10.4236/oalib.1102033
997
Downloads
1,748
Views
Citations
Relationship between Maximum Principle and Dynamic Programming in Stochastic Differential Games and Applications
(Articles)
Jingtao Shi
American Journal of Operations Research
Vol.3 No.6
,October 24, 2013
DOI:
10.4236/ajor.2013.36043
6,039
Downloads
9,747
Views
Citations
Optimal Investment in Advertising and Quality to Mitigate a Possible Product-Harm Crisis
(Articles)
Francesco Moresino
Open Journal of Business and Management
Vol.12 No.3
,April 22, 2024
DOI:
10.4236/ojbm.2024.123074
40
Downloads
220
Views
Citations
Optimal Dynamic Proportional and Excess of Loss Reinsurance under Dependent Risks
(Articles)
Cristina Gosio
,
Ester C. Lari
,
Marina Ravera
Modern Economy
Vol.7 No.6
,June 15, 2016
DOI:
10.4236/me.2016.76075
1,917
Downloads
2,681
Views
Citations
The Solution Classical Feedback Optimal Control Problem for m-Persons Differential Game with Imperfect Information
(Articles)
Jaykov Foukzon
,
Elena Men’kova
,
Alex Potapov
Open Journal of Optimization
Vol.2 No.1
,March 29, 2013
DOI:
10.4236/ojop.2013.21003
3,752
Downloads
8,062
Views
Citations
Computation of Reinsurance Premiums by Incorporating a Composite Lognormal Model in a Risk-Adjusted Premium Principle
(Articles)
Gilbert Chambashi
,
Wamulume Mushala
,
Clement Mwaanga
,
Chilayi Mayondi
,
Bupe Kolosa
,
Levy K. Matindih
,
Edwin Moyo
Journal of Mathematical Finance
Vol.13 No.1
,January 19, 2023
DOI:
10.4236/jmf.2023.131001
117
Downloads
776
Views
Citations
A Liability Tracking Approach to Long Term Management of Pension Funds
(Articles)
Masashi Ieda
,
Takashi Yamashita
,
Yumiharu Nakano
Journal of Mathematical Finance
Vol.3 No.3
,August 22, 2013
DOI:
10.4236/jmf.2013.33040
4,488
Downloads
6,829
Views
Citations
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