Time-consistent investment and reinsurance under relative performance concerns (Q4563482): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1080/03610926.2017.1324987
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+W2612406981
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@@ Property / cites work @@
+A class of non-zero-sum stochastic differential investment and reinsurance games
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@@ Property / cites work @@
+Stochastic differential portfolio games
@@ Property / cites work: Stochastic differential portfolio games / rank @@
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@@ Property / cites work @@
+OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS
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@@ Property / cites work @@
+Optimal incentive contracts under relative income concerns
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@@ Property / cites work @@
+Aspects of risk theory
@@ Property / cites work: Aspects of risk theory / rank @@
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@@ Property / cites work @@
+Stochastic differential game formulation on the reinsurance and investment problem
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@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
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@@ Property / cites work @@
+Optimal non-proportional reinsurance control and stochastic differential games
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@@ Property / cites work @@
+A stochastic differential reinsurance game
@@ Property / cites work: A stochastic differential reinsurance game / rank @@
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@@ Property / cites work @@
+Stochastic Pareto-optimal reinsurance policies
@@ Property / cites work: Stochastic Pareto-optimal reinsurance policies / rank @@
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@@ Property / cites work @@
+Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps
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@@ links / mardi / name / links / mardi / name @@
+Publication:4563482