Optimal investment strategy for an insurer with partial information in capital and insurance markets (Q2691446): Difference between revisions

@@ Property / author @@
-Lin-Yi Qian
@@ Property / author: Lin-Yi Qian / rank @@
-Normal rank
@@ Property / author @@
+Lin-Yi Qian
@@ Property / author: Lin-Yi Qian / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.3934/jimo.2022171
+Normal rank
@@ Property / OpenAlex ID @@
+W4296368760
@@ Property / OpenAlex ID: W4296368760 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal retirement planning under partial information
+Normal rank
@@ Property / cites work @@
+Robust optimal investment and reinsurance problems with learning
+Normal rank
@@ Property / cites work @@
+Bayesian optimal investment and reinsurance with dependent financial and insurance risks
+Normal rank
@@ Property / cites work @@
+PORTFOLIO OPTIMIZATION WITH JUMPS AND UNOBSERVABLE INTENSITY PROCESS
+Normal rank
@@ Property / cites work @@
+A BSDE-based approach for the optimal reinsurance problem under partial information
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance designs based on risk measures: a review
+Normal rank
@@ Property / cites work @@
+Portfolio optimization in discontinuous markets under incomplete information
+Normal rank
@@ Property / cites work @@
+Dynamic credit investment in partially observed markets
+Normal rank
@@ Property / cites work @@
+Tontines with mixed cohorts
@@ Property / cites work: Tontines with mixed cohorts / rank @@
+Normal rank
@@ Property / cites work @@
+ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER
+Normal rank
@@ Property / cites work @@
+Q3969647
@@ Property / cites work: Q3969647 / rank @@
+Normal rank
@@ Property / cites work @@
+An HMM approach for optimal investment of an insurer
+Normal rank
@@ Property / cites work @@
+Q4032143
@@ Property / cites work: Q4032143 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3868650
@@ Property / cites work: Q3868650 / rank @@
+Normal rank
@@ Property / cites work @@
+Aspects of risk theory
@@ Property / cites work: Aspects of risk theory / rank @@
+Normal rank
@@ Property / cites work @@
+Constant elasticity of variance model for proportional reinsurance and investment strategies
+Normal rank
@@ Property / cites work @@
+Contagion modeling between the financial and insurance markets with time changed processes
+Normal rank
@@ Property / cites work @@
+Utility maximization with partial information
@@ Property / cites work: Utility maximization with partial information / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal trading strategy for an investor: the case of partial information
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance and investment with unobservable claim size and intensity
+Normal rank
@@ Property / cites work @@
+Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information
+Normal rank
@@ Property / cites work @@
+Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)
+Normal rank
@@ Property / cites work @@
+Portfolio optimization with unobservable Markov-modulated drift process
+Normal rank
@@ Property / cites work @@
+Optimizing the terminal wealth under partial information: the drift process as a continuous time Markov chain
+Normal rank
@@ Property / cites work @@
+Consumption-portfolio optimization and filtering in a hidden Markov-modulated asset price model
+Normal rank
@@ Property / cites work @@
+Stochastic calculus for finance. II: Continuous-time models.
+Normal rank
@@ Property / cites work @@
+Optimal dynamic reinsurance policies for large insurance portfolios
+Normal rank
@@ Property / cites work @@
+Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks
+Normal rank
@@ Property / cites work @@
+Optimal investment for an insurer: the martingale approach
+Normal rank
@@ Property / cites work @@
+Optimal dividend policy with liability constraint under a hidden Markov regime-switching model
+Normal rank
@@ Property / cites work @@
+Mean-Variance Portfolio Selection for Partially Observed Point Processes
+Normal rank
@@ Property / cites work @@
+Optimal investment for insurer with jump-diffusion risk process
+Normal rank
@@ Property / cites work @@
+Optimal mean-variance reinsurance and investment strategy with constraints in a non-Markovian regime-switching model
+Normal rank
@@ Property / cites work @@
+A Bayesian approach for optimal reinsurance and investment in a diffusion model
+Normal rank
@@ Property / cites work @@
+Portfolio selection problem with multiple risky assets under the constant elasticity of variance model
+Normal rank