Pages that link to "Item:Q634007"
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The following pages link to Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process (Q634007):
Displaying 5 items.
- OPTIMAL MEAN–VARIANCE REINSURANCE WITH COMMON SHOCK DEPENDENCE (Q5369466) (← links)
- Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game (Q5865317) (← links)
- Optimal reinsurance-investment problem for a general insurance company under a generalized dynamic contagion claim model (Q6099190) (← links)
- Optimal proportional reinsurance to maximize an insurer’s exponential utility under unobservable drift (Q6171940) (← links)
- Robust equilibrium reinsurance and investment strategy for the insurer and reinsurer under weighted mean-variance criterion (Q6193399) (← links)
