Pages that link to "Item:Q282274"
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The following pages link to Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model (Q282274):
Displayed 4 items.
- Robust optimal investment strategies for mean-variance asset-liability management under 4/2 stochastic volatility models (Q6164849) (← links)
- Robust Control Problems of BSDEs Coupled with Value Functions (Q6169621) (← links)
- Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model (Q6170565) (← links)
- Robust equilibrium reinsurance and investment strategy for the insurer and reinsurer under weighted mean-variance criterion (Q6193399) (← links)