Pages that link to "Item:Q5964415"

The following pages link to Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security (Q5964415):

Displaying 32 items.

• Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk (Q333902) (← links)
• Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (Q506063) (← links)
• Nash equilibrium strategy for a DC pension plan with state-dependent risk aversion: a multiperiod mean-variance framework (Q1727241) (← links)
• Optimal reinsurance-investment problem for an insurer and a reinsurer with jump-diffusion process (Q1727315) (← links)
• Maximizing a robust goal-reaching probability with penalization on ambiguity (Q1757373) (← links)
• Robust non-zero-sum investment and reinsurance game with default risk (Q1757617) (← links)
• Equilibrium time-consistent strategy for corporate international investment problem with mean-variance criterion (Q1792974) (← links)
• Robust optimal reinsurance and investment strategies for an AAI with multiple risks (Q2010895) (← links)
• Revisiting optimal investment strategies of value-maximizing insurance firms (Q2038230) (← links)
• A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market (Q2074836) (← links)
• Time-consistent investment-reinsurance strategy with a defaultable security under ambiguous environment (Q2076384) (← links)
• Equilibrium investment and risk control for an insurer with non-Markovian regime-switching and no-shorting constraints (Q2132264) (← links)
• Optimal investment-reinsurance strategy in the correlated insurance and financial markets (Q2165792) (← links)
• Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints (Q2171072) (← links)
• Reinsurance-investment game between two mean-variance insurers under model uncertainty (Q2196065) (← links)
• Two frameworks for pricing defaultable derivatives (Q2213633) (← links)
• Optimal investment and risk control problems with delay for an insurer in defaultable market (Q2244231) (← links)
• Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion (Q2273986) (← links)
• Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility (Q2292185) (← links)
• Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks (Q2306384) (← links)
• Optimal hedging with basis risk under mean-variance criterion (Q2364001) (← links)
• Constrained investment-reinsurance optimization with regime switching under variance premium principle (Q2374119) (← links)
• Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps (Q2423668) (← links)
• Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market (Q2633700) (← links)
• Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk (Q2656079) (← links)
• Robust optimal excess-of-loss reinsurance and investment problem with more general dependent claim risks and defaultable risk (Q2684941) (← links)
• Robust optimal investment and reinsurance to minimize a goal-reaching probability with constrained control variables (Q2691507) (← links)
• Optimal reinsurance and investment problem with default risk and bounded memory (Q3386600) (← links)
• A Heston local-stochastic volatility model for optimal investment-reinsurance strategy with a defaultable bond in an ambiguous environment (Q6149349) (← links)
• Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks (Q6152708) (← links)
• The investment and reinsurance game of insurers and reinsurers with default risk under CEV model (Q6181238) (← links)
• Equilibrium investment-reinsurance strategy under information asymmetry and random horizon (Q6496486) (← links)