Pages that link to "Item:Q1006559"
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The following pages link to An optimal investment strategy with maximal risk aversion and its ruin probability (Q1006559):
Displaying 11 items.
- Utility indifference pricing of insurance catastrophe derivatives (Q1689030) (← links)
- Optimal investment and reinsurance of insurers with lognormal stochastic factor model (Q2119453) (← links)
- Worst-case-optimal dynamic reinsurance for large claims (Q2391938) (← links)
- Optimal investment and reinsurance for an insurer under Markov-modulated financial market (Q2397849) (← links)
- Family optimal investment strategy for a random household expenditure under the CEV model (Q2423522) (← links)
- An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments (Q2445986) (← links)
- (Q3303405) (← links)
- Expected exponential utility maximization of insurers with a Linear Gaussian stochastic factor model (Q4583608) (← links)
- An Optimal Consumption Problem for General Factor Models (Q4586150) (← links)
- Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model (Q5414522) (← links)
- An expected exponential utility maximization problem for bitcoin miners (Q6179932) (← links)
