Robust non-zero-sum stochastic differential reinsurance game (Q320290): 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 proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation
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+Risk, Ambiguity, and the Savage Axioms
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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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+On reinsurance and investment for large insurance portfolios
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+Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)
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+Variance swap with mean reversion, multifactor stochastic volatility and jumps
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+Robust investment-reinsurance optimization with multiscale stochastic volatility
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+On minimizing the ruin probability by investment and reinsurance
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+Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
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+Optimal investment and reinsurance of an insurer with model uncertainty
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