Pages that link to "Item:Q1722323"
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The following pages link to Optimal control of investment-reinsurance problem for an insurer with jump-diffusion risk process: independence of Brownian motions (Q1722323):
Displaying 3 items.
- Optimal investment and reinsurance of insurers with lognormal stochastic factor model (Q2119453) (← links)
- Optimal proportional reinsurance and investment for stochastic factor models (Q2421393) (← links)
- Expected exponential utility maximization of insurers with a Linear Gaussian stochastic factor model (Q4583608) (← links)
