Pages that link to "Item:Q814890"

The following pages link to Benchmark and mean-variance problems for insurers (Q814890):

Displaying 50 items.

• Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion (Q2273986) (← links)
• Optimal mean-variance investment/reinsurance with common shock in a regime-switching market (Q2274152) (← links)
• Optimal time-consistent investment and reinsurance policies for mean-variance insurers (Q2276271) (← links)
• Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility (Q2292185) (← links)
• Time-consistent equilibrium reinsurance-investment strategy for \(n\) competitive insurers under a new interaction mechanism and a general investment framework (Q2306404) (← links)
• Robust optimal investment and reinsurance of an insurer under jump-diffusion models (Q2327727) (← links)
• A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling (Q2332719) (← links)
• Asset liability management for an ordinary insurance system with proportional reinsurance in a CIR stochastic interest rate and Heston stochastic volatility framework (Q2338463) (← links)
• A reinsurance game between two insurance companies with nonlinear risk processes (Q2347061) (← links)
• Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process (Q2347064) (← links)
• Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models (Q2360965) (← links)
• Optimality of excess-loss reinsurance under a mean-variance criterion (Q2364009) (← links)
• Constrained investment-reinsurance optimization with regime switching under variance premium principle (Q2374119) (← links)
• A pair of optimal reinsurance-investment strategies in the two-sided exit framework (Q2374121) (← links)
• Worst-case investment and reinsurance optimization for an insurer under model uncertainty (Q2398561) (← links)
• Portfolio selection and risk control for an insurer in the Lévy market under mean-variance criterion (Q2405932) (← links)
• Optimal reinsurance to minimize the discounted probability of ruin under ambiguity (Q2421407) (← links)
• Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps (Q2443229) (← links)
• Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model (Q2444720) (← links)
• Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion (Q2445993) (← links)
• Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model (Q2447423) (← links)
• Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer (Q2449384) (← links)
• Mean-variance portfolio selection for a non-life insurance company (Q2472194) (← links)
• Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach (Q2513435) (← links)
• Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff (Q2514608) (← links)
• Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence (Q2520452) (← links)
• Solution of Hamilton-Jacobi-Bellman equation in optimal reinsurance strategy under dynamic VaR constraint (Q2631901) (← links)
• Convergence of the embedded mean-variance optimal points with discrete sampling (Q2634609) (← links)
• Mean-variance investment and risk control strategies -- a time-consistent approach via a forward auxiliary process (Q2657018) (← links)
• Stackelberg differential game for reinsurance: mean-variance framework and random horizon (Q2670107) (← links)
• Irreversible reinsurance: a singular control approach (Q2682993) (← links)
• Optimal control on investment and reinsurance strategies with delay and common shock dependence in a jump-diffusion financial market (Q2691293) (← links)
• A Stackelberg reinsurance-investment game under Heston's stochastic volatility model (Q2691386) (← links)
• The optimal investment-reinsurance strategies for ambiguity aversion insurer in uncertain environment (Q2691400) (← links)
• Robust optimal investment and reinsurance to minimize a goal-reaching probability with constrained control variables (Q2691507) (← links)
• Optimal portfolio problem for an insurer under mean-variance criteria with jump-diffusion stochastic volatility model (Q2698613) (← links)
• Stochastic differential game formulation on the reinsurance and investment problem (Q2797662) (← links)
• Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon (Q4553802) (← links)
• Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model (Q4575370) (← links)
• Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria (Q4576923) (← links)
• Time-consistent mean–variance proportional reinsurance and investment problem in a defaultable market (Q4643689) (← links)
• Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option (Q4959771) (← links)
• Optimal time-consistent reinsurance strategies for mean-variance insurers under thinning dependence structure (Q4986421) (← links)
• Mean-variance problem for an insurer with dependent risks and stochastic interest rate in a jump-diffusion market (Q5039390) (← links)
• Equilibrium excess-of-loss reinsurance and investment strategies for an insurer and a reinsurer (Q5039793) (← links)
• Equilibrium investment-reinsurance strategy with delay and common shock dependence under Heston's SV model (Q5057967) (← links)
• Mean-variance problem for an insurer with default risk under a jump-diffusion risk model (Q5076896) (← links)
• Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process (Q5079961) (← links)
• Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model (Q5117677) (← links)
• Robust optimal proportional reinsurance and investment strategy for an insurer with Ornstein-Uhlenbeck process (Q5213096) (← links)