Pages that link to "Item:Q1735027"
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The following pages link to Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets (Q1735027):
Displaying 13 items.
- Optimal insurance strategy design in a risk process under value-at-risk constraints on capital increments (Q828560) (← links)
- Revisiting optimal investment strategies of value-maximizing insurance firms (Q2038230) (← links)
- Equilibrium reinsurance-investment strategies with partial information and common shock dependence (Q2070705) (← links)
- Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition (Q2076416) (← links)
- Portfolio optimization for jump-diffusion risky assets with regime switching: a time-consistent approach (Q2076436) (← links)
- Optimal investment-reinsurance strategy in the correlated insurance and financial markets (Q2165792) (← links)
- Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints (Q2171072) (← links)
- Optimal expected utility of dividend payments with proportional reinsurance under VaR constraints and stochastic interest rate (Q2198915) (← links)
- Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints (Q2656996) (← links)
- Non-zero-sum reinsurance and investment game with correlation between insurance market and financial market under CEV model (Q2691381) (← links)
- A non-zero-sum stochastic differential game between two mean-variance insurers with inside information (Q2691503) (← links)
- Mean field and \(n\)-insurers games for robust optimal reinsurance-investment in correlated markets (Q2698598) (← links)
- Equilibrium investment-reinsurance strategy under information asymmetry and random horizon (Q6496486) (← links)
