搜索结果: 1-2 共查到“保险管理 Optimal”相关记录2条 . 查询时间(0.14 秒)
Optimal Reversible Annuities to Minimize the Probability of Lifetime Ruin
Optimal Reversible Annuities Minimize Probability Lifetime Ruin
2010/10/18
We find the minimum probability of lifetime ruin of an investor who can invest in a market with a risky and a riskless asset and who can purchase a reversible life annuity. The surrender charge of a l...
Optimal reinsurance/investment problems for general insurance models
Optimal reinsurance investment problems general insurance models
2010/11/2
In this paper the utility optimization problem for a general insur-ance model is studied. The reserve process of the insurance company is described by a stochastic differential equation driven by a Br...