Pages that link to "Item:Q1935921"
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The following pages link to Stochastic differential portfolio games for an insurer in a jump-diffusion risk process (Q1935921):
Displayed 14 items.
- Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model (Q282274) (← links)
- Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise (Q489154) (← links)
- Robust optimal investment and reinsurance problem for the product of the insurer's and the reinsurer's utilities (Q724542) (← links)
- Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps (Q903344) (← links)
- Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model (Q1639554) (← links)
- Robust optimal investment and reinsurance problem for a general insurance company under Heston model (Q2014373) (← links)
- Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model (Q2015626) (← links)
- Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston's SV model (Q2347109) (← links)
- Worst-case investment and reinsurance optimization for an insurer under model uncertainty (Q2398561) (← links)
- Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach (Q2513435) (← links)
- Optimal investment, consumption and proportional reinsurance under model uncertainty (Q2514622) (← links)
- ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER (Q4562959) (← links)
- Uncertainty Quantification of Derivative Instruments (Q5372104) (← links)
- Relationship between maximum principle and dynamic programming for stochastic differential games of jump diffusions (Q5494488) (← links)