Pages that link to "Item:Q1983760"
From MaRDI portal
The following pages link to Optimal reinsurance and investment strategies for an insurer and a reinsurer under Hestons SV model: HARA utility and Legendre transform (Q1983760):
Displaying 4 items.
- The optimal reinsurance-investment problem considering the joint interests of an insurer and a reinsurer under HARA utility (Q2088149) (← links)
- Asymptotic behavior of an optimal investment-reinsurance problem with general utility functions (Q2152960) (← links)
- Robust optimal investment and reinsurance to minimize a goal-reaching probability with constrained control variables (Q2691507) (← links)
- Optimal investment-reinsurance strategy with derivatives trading under the joint interests of an insurer and a reinsurer (Q2699113) (← links)
