Pages that link to "Item:Q1731595"
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The following pages link to Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient (Q1731595):
Displaying 4 items.
- A class of stochastic Fredholm-algebraic equations and applications in finance (Q2033771) (← links)
- Asymptotic optimality of a first-order approximate strategy for an exponential utility maximization problem with a small coefficient of wealth-dependent risk aversion (Q2045132) (← links)
- Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences (Q2273979) (← links)
- Influence of risk tolerance on long-term investments: a Malliavin calculus approach (Q5041049) (← links)
