Non-zero-sum reinsurance games subject to ambiguous correlations (Q1755812): Difference between revisions

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+Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
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+A class of non-zero-sum stochastic differential investment and reinsurance games
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+Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
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+OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS
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+Loss Models
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+Optimal reinsurance/investment problems for general insurance models
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+Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
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+Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)
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+Robust investment-reinsurance optimization with multiscale stochastic volatility
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+Robust non-zero-sum stochastic differential reinsurance game
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+journals/orl/PunSW16
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+Publication:1755812