Pages that link to "Item:Q1759911"

The following pages link to Stochastic portfolio optimization with default risk (Q1759911):

Displaying 9 items.

• Non-zero-sum stochastic differential reinsurance and investment games with default risk (Q1681455) (← links)
• The optimal investment, liability and dividends in insurance (Q2240112) (← links)
• Optimal investment and risk control problems with delay for an insurer in defaultable market (Q2244231) (← links)
• Optimal reinsurance and investment problem for an insurer with counterparty risk (Q2347114) (← links)
• Optimal investment and risk control strategies for an insurer subject to a stochastic economic factor in a Lévy market (Q2684949) (← links)
• Optimal reinsurance and investment problem in a defaultable market (Q4563472) (← links)
• Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond (Q5079124) (← links)
• A CLOSED-FORM GARCH VALUATION MODEL FOR POWER EXCHANGE OPTIONS WITH COUNTERPARTY RISK (Q5111486) (← links)
• Optimal investment and consumption strategies for an investor with stochastic economic factor in a defaultable market (Q6181245) (← links)