Pages that link to "Item:Q506097"
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The following pages link to Optimal reinsurance and investment strategies for insurers with mispricing and model ambiguity (Q506097):
Displaying 21 items.
- Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing (Q1641145) (← links)
- Time-consistency of optimal investment under smooth ambiguity (Q2030310) (← links)
- Equilibrium reinsurance-investment strategies with partial information and common shock dependence (Q2070705) (← links)
- Optimal reinsurance and investment under common shock dependence between financial and actuarial markets (Q2155853) (← links)
- Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion (Q2273986) (← links)
- Analysis and computation of an optimality equation arising in an impulse control problem with discrete and costly observations (Q2332705) (← links)
- Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints (Q2656996) (← links)
- Optimal portfolios for the DC pension fund with mispricing under the HARA utility framework (Q2691231) (← links)
- Stochastic differential game for management of non-renewable fishery resource under model ambiguity (Q3300962) (← links)
- Robust optimal investment and reinsurance problems with learning (Q4990504) (← links)
- Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model (Q5042789) (← links)
- Optimal investment strategy for a DC pension plan with mispricing under the Heston model (Q5077250) (← links)
- Robust optimal insurance and investment strategies for the government and the insurance company under mispricing phenomenon (Q5079461) (← links)
- Optimal reinsurance–investment policies for insurers with mispricing under mean-variance criterion (Q5093743) (← links)
- Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model (Q5117677) (← links)
- Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility (Q5140643) (← links)
- REACHING A BEQUEST GOAL WITH LIFE INSURANCE: AMBIGUITY ABOUT THE RISKY ASSET'S DRIFT AND MORTALITY'S HAZARD RATE (Q5213444) (← links)
- Optimal investment-consumption and life insurance strategy with mispricing and model ambiguity (Q6117107) (← links)
- Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance (Q6133186) (← links)
- Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks (Q6152708) (← links)
- Robust equilibrium reinsurance and investment strategy for the insurer and reinsurer under weighted mean-variance criterion (Q6193399) (← links)