Pages that link to "Item:Q1943015"

The following pages link to On optimal proportional reinsurance and investment in a Markovian regime-switching economy (Q1943015):

Displaying 17 items.

• Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling (Q282282) (← links)
• Risk-based optimal investment and proportional reinsurance of an insurer with hidden regime switching (Q517215) (← links)
• Optimal reinsurance and investment with unobservable claim size and intensity (Q743155) (← links)
• Nonzero-sum stochastic differential portfolio games under a Markovian regime switching model (Q1666474) (← links)
• On the expected discounted penalty function for a Markov regime-switching insurance risk model with stochastic premium income (Q1956034) (← links)
• Portfolio optimization for jump-diffusion risky assets with regime switching: a time-consistent approach (Q2076436) (← links)
• Optimal reinsurance and investment strategy with delay in Heston's SV model (Q2240102) (← links)
• Optimal investment-reinsurance policy with stochastic interest and inflation rates (Q2298524) (← links)
• Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models (Q2327617) (← links)
• Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478) (← links)
• Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process (Q2347064) (← links)
• Optimal reinsurance and investment problem for an insurer with counterparty risk (Q2347114) (← links)
• Constrained investment-reinsurance optimization with regime switching under variance premium principle (Q2374119) (← links)
• Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach (Q2513435) (← links)
• Optimal reinsurance and investment strategy with two piece utility function (Q2628182) (← links)
• Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints (Q2656996) (← links)
• Stochastic control with inhomogeneous regime switching: application to consumption and investment with unemployment and reemployment (Q6170028) (← links)