Optimal reinsurance and investment strategies for insurers with mispricing and model ambiguity (Q506097): Difference between revisions

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+Benchmark and mean-variance problems for insurers
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+Normal rank
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+Optimal investment-reinsurance policy for an insurance company with VaR constraint
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+Q5637709
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+Aspects of risk theory
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+Normal rank
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+Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model
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+Optimal investment and reinsurance for insurers with uncertain time-horizon
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+Worst-case-optimal dynamic reinsurance for large claims
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+Robust consumption and portfolio choice for time varying investment opportunities
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+Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium
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+Risk minimizing portfolios and HJBI equations for stochastic differential games
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+Portfolio management with stochastic interest rates and inflation ambiguity
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+Optimal Proportional Reinsurance Policies in a Dynamic Setting
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+Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach
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+On maximizing the expected terminal utility 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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+Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria
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+Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps
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+Optimal investment and reinsurance of an insurer with model uncertainty
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+On a Classical Risk Model with a Constant Dividend Barrier
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