Pages that link to "Item:Q2514622"
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The following pages link to Optimal investment, consumption and proportional reinsurance under model uncertainty (Q2514622):
Displayed 5 items.
- Necessary and sufficient optimality conditions for regular-singular stochastic differential games with asymmetric information (Q1626506) (← links)
- Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance (Q2004551) (← links)
- Exponential utility maximization for an insurer with time-inconsistent preferences (Q2520436) (← links)
- Robust optimal investment and reinsurance for an insurer with inside information (Q2656984) (← links)
- (Q6188644) (← links)