Pages that link to "Item:Q1681455"
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The following pages link to Non-zero-sum stochastic differential reinsurance and investment games with default risk (Q1681455):
Displayed 46 items.
- Robust reinsurance contracts with uncertainty about jump risk (Q1754197) (← links)
- Robust non-zero-sum investment and reinsurance game with default risk (Q1757617) (← links)
- A reinsurance and investment game between two insurers under the CEV model (Q2007108) (← links)
- A non-zero-sum reinsurance-investment game with delay and asymmetric information (Q2031383) (← links)
- Equilibrium reinsurance-investment strategies with partial information and common shock dependence (Q2070705) (← links)
- A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market (Q2074836) (← links)
- Optimal investment and reinsurance to minimize the probability of drawdown with borrowing costs (Q2076360) (← links)
- Time-consistent investment-reinsurance strategy with a defaultable security under ambiguous environment (Q2076384) (← links)
- Reinsurance-investment game between two mean-variance insurers under model uncertainty (Q2196065) (← links)
- Stochastic differential reinsurance games in diffusion approximation models (Q2223787) (← links)
- A hybrid stochastic differential reinsurance and investment game with bounded memory (Q2242320) (← links)
- Optimal investment and risk control problems with delay for an insurer in defaultable market (Q2244231) (← links)
- Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion (Q2273986) (← links)
- Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks (Q2306384) (← links)
- Time-consistent equilibrium reinsurance-investment strategy for \(n\) competitive insurers under a new interaction mechanism and a general investment framework (Q2306404) (← links)
- Dynamic risk-sharing game and reinsurance contract design (Q2415979) (← links)
- Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market (Q2633700) (← links)
- Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk (Q2656079) (← links)
- Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints (Q2656996) (← links)
- Relative performance evaluation for dynamic contracts in a large competitive market (Q2672102) (← links)
- Robust optimal excess-of-loss reinsurance and investment problem with more general dependent claim risks and defaultable risk (Q2684941) (← links)
- Non-zero-sum reinsurance and investment game with correlation between insurance market and financial market under CEV model (Q2691381) (← links)
- A Stackelberg reinsurance-investment game under Heston's stochastic volatility model (Q2691386) (← links)
- A non-zero-sum stochastic differential game between two mean-variance insurers with inside information (Q2691503) (← links)
- Optimal reinsurance and investment problem with default risk and bounded memory (Q3386600) (← links)
- Non-zero-sum reinsurance and investment game between two mean-variance insurers under the CEV model (Q5015999) (← links)
- Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model (Q5042789) (← links)
- Robust reinsurance contract with learning and ambiguity aversion (Q5042791) (← links)
- Mean-variance problem for an insurer with default risk under a jump-diffusion risk model (Q5076896) (← links)
- Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond (Q5079124) (← links)
- Optimal dividends and reinsurance with capital injection under thinning dependence (Q5093750) (← links)
- Optimal proportional reinsurance with a loss-dependent premium principle (Q5242228) (← links)
- A Stackelberg reinsurance–investment game with asymmetric information and delay (Q5860820) (← links)
- Household consumption-investment-insurance decisions with uncertain income and market ambiguity (Q5861811) (← links)
- Equilibrium reinsurance strategies for <i>n</i> insurers under a unified competition and cooperation framework (Q5861817) (← links)
- Optimal investment and reinsurance problem toward joint interests of the insurer and the reinsurer under default risk (Q5867741) (← links)
- Time-Consistent Investment and Reinsurance Strategies for Mean–Variance Insurers in <i>N</i>-Agent and Mean-Field Games (Q5877349) (← links)
- Fund managers' competition for investment flows based on relative performance (Q6051175) (← links)
- Optimal reinsurance contract in a Stackelberg game framework: a view of social planner (Q6121115) (← links)
- A hybrid reinsurance-investment game with delay and asymmetric information (Q6126033) (← 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)
- Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model (Q6170565) (← links)
- The investment and reinsurance game of insurers and reinsurers with default risk under CEV model (Q6181238) (← links)
- (Q6188644) (← links)