A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Study optimal investment-reinsurance strategy for insurers under random coefficients and jumps.
Study optimal investment and reinsurance strategy for insurers under random coefficients.
Paper solves a control problem with robust methods.
Investigates optimal insurance and reinsurance strategies with incomplete market information.
Study optimal investment-reinsurance strategies in equity-linked insurance products using Stackelberg game theory.
Study optimal investment and reinsurance for insurance companies in a dynamic market model.
In this paper, we assume an insure is allowed to purchase proportional reinsurance and can invest his or her wealth into the financial market where a savings account, stocks and bonds are available. Different from classical optimal investment and reinsurance problem, this paper studies the insurer's long-term investmen…
Reinsurance can help life insurers maintain higher capital guarantees without losing utility.
Paper proposes optimal investment and reinsurance strategies considering financial and insurance risks dependence.
Study optimizes insurance and investment strategies for risk-averse insurers under ambiguity.
Study of insurer games with model uncertainty in reinsurance and investment strategies.