Pages that link to "Item:Q2444720"
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The following pages link to Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model (Q2444720):
Displaying 39 items.
- Nash equilibrium strategies for a defined contribution pension management (Q2347073) (← links)
- Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston's SV model (Q2347109) (← links)
- Optimal reinsurance and investment problem for an insurer with counterparty risk (Q2347114) (← links)
- Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models (Q2360965) (← links)
- Optimal hedging with basis risk under mean-variance criterion (Q2364001) (← links)
- Optimal investment and reinsurance for an insurer under Markov-modulated financial market (Q2397849) (← links)
- Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps (Q2443229) (← 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)
- Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach (Q2513435) (← links)
- Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework (Q2513440) (← links)
- Optimal investment, consumption and proportional reinsurance under model uncertainty (Q2514622) (← links)
- Robust stochastic Stackelberg differential reinsurance and investment games for an insurer and a reinsurer with delay (Q2671233) (← links)
- Mean-variance asset-liability management under CIR interest rate and the family of 4/2 stochastic volatility models with derivative trading (Q2691368) (← links)
- Stochastic differential game formulation on the reinsurance and investment problem (Q2797662) (← links)
- Optimal portfolio selection in a Lévy market with uncontrolled cash flow and only risky assets (Q2871726) (← links)
- Optimal reinsurance and investment problem in a defaultable market (Q4563472) (← links)
- Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model (Q4575370) (← links)
- Robust reinsurance contracts in continuous time (Q4583597) (← links)
- Equilibrium excess-of-loss reinsurance and investment strategies for an insurer and a reinsurer (Q5039793) (← links)
- Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model (Q5042789) (← links)
- Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation (Q5050085) (← links)
- Equilibrium investment-reinsurance strategy with delay and common shock dependence under Heston's SV model (Q5057967) (← links)
- Martingale and duality methods for optimal investment and reinsurance problem in a Lévy model (Q5078056) (← links)
- Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model (Q5117677) (← links)
- A Stackelberg reinsurance–investment game with asymmetric information and delay (Q5860820) (← links)
- Dynamic asset-liability management problem in a continuous-time model with delay (Q5863710) (← links)
- A Heston local-stochastic volatility model for optimal investment-reinsurance strategy with a defaultable bond in an ambiguous environment (Q6149349) (← links)
- Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks (Q6152708) (← links)
- A Stackelberg reinsurance-investment game with derivatives trading (Q6161744) (← links)
- A class of non-zero-sum stochastic differential games between two mean–variance insurers under stochastic volatility (Q6163064) (← links)
- Robust optimal investment strategies for mean-variance asset-liability management under 4/2 stochastic volatility models (Q6164849) (← links)
- Optimal investment policy for insurers under the constant elasticity of variance model with a correlated random risk process (Q6534681) (← links)
- Optimal portfolio strategy of wealth process: a Lévy process model-based method (Q6544826) (← links)
- Mean-variance portfolio with wealth and volatility dependent risk aversion (Q6592280) (← links)
- Legendre transform dual-asymptotic solution for optimal investment, consumption and life insurance strategy under the HLSV model (Q6602277) (← links)
- A Stackelberg–Nash equilibrium with investment and reinsurance in mixed leadership game (Q6609075) (← links)
- Time-consistent strategies between two competitive DC pension plans with the return of premiums clauses and salary risk (Q6641301) (← links)
- The Legendre transform-dual-asymptotic solution for optimal investment strategy with random incomes (Q6641345) (← links)
