Robust investment-reinsurance optimization with multiscale stochastic volatility (Q2347077): Difference between revisions

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+Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
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+Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation
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+Optimal investment-reinsurance policy for an insurance company with VaR constraint
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+Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers
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+Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
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+Portfolio Optimization with Ambiguous Correlation and Stochastic Volatilities
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+PORTFOLIO OPTIMIZATION AND STOCHASTIC VOLATILITY ASYMPTOTICS
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+Optimal reinsurance/investment problems for general insurance models
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+Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)
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+Lookback options and dynamic fund protection under multiscale stochastic volatility
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+Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
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+Q4255599
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+Normal rank
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+Optimal time-consistent investment and reinsurance policies for mean-variance insurers
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+Optimal investment and reinsurance of an insurer with model uncertainty
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