Pages that link to "Item:Q2513598"
From MaRDI portal
The following pages link to Optimal proportional reinsurance and investment under partial information (Q2513598):
Displayed 18 items.
- Optimal investment and risk control for an insurer under inside information (Q343979) (← links)
- Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information (Q519261) (← links)
- Equilibrium reinsurance-investment strategies with partial information and common shock dependence (Q2070705) (← links)
- Portfolio selection and risk control for an insurer with uncertain time horizon and partial information in an anticipating environment (Q2152234) (← links)
- A general linear quadratic stochastic control and information value (Q2166430) (← links)
- Optimal investment problem with delay under partial information (Q2197192) (← links)
- Optimal reinsurance and investment problem for an insurer with counterparty risk (Q2347114) (← links)
- Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff (Q2514608) (← links)
- Optimal investment, consumption and proportional reinsurance under model uncertainty (Q2514622) (← links)
- Robust optimal investment and reinsurance for an insurer with inside information (Q2656984) (← links)
- Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information (Q2674938) (← links)
- Optimal investment and risk control for an insurer with partial information in an anticipating environment (Q4562057) (← links)
- Mean-variance asset–liability management with partial information and uncertain time horizon (Q5009160) (← links)
- DETERMINISTIC INVESTMENT STRATEGY IN A DC PENSION PLAN WITH INFLATION RISK UNDER MEAN-VARIANCE CRITERION (Q5051165) (← links)
- Optimal deterministic reinsurance and investment for an insurer under mean–variance criterion (Q5078527) (← links)
- Optimal investment and risk control policies for an insurer in an incomplete market (Q5239078) (← links)
- A hybrid reinsurance-investment game with delay and asymmetric information (Q6126033) (← links)
- Optimal proportional reinsurance to maximize an insurer’s exponential utility under unobservable drift (Q6171940) (← links)