Pages that link to "Item:Q2013623"
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The following pages link to Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model (Q2013623):
Displaying 14 items.
- Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility (Q1641143) (← links)
- Optimal reinsurance and investment strategies for an insurer and a reinsurer under Hestons SV model: HARA utility and Legendre transform (Q1983760) (← links)
- Robust optimal investment and reinsurance problem for a general insurance company under Heston model (Q2014373) (← links)
- Pricing equity-linked life insurance contracts with multiple risk factors by neural networks (Q2059681) (← links)
- Robust optimal strategies of DC pension plans with stochastic volatility and stochastic income under mean-variance criteria (Q2076400) (← links)
- Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion (Q2084302) (← links)
- The optimal reinsurance-investment problem considering the joint interests of an insurer and a reinsurer under HARA utility (Q2088149) (← links)
- Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend (Q2166946) (← links)
- Robust stochastic Stackelberg differential reinsurance and investment games for an insurer and a reinsurer with delay (Q2671233) (← links)
- Robust reinsurance contracts with risk constraint (Q5117680) (← links)
- Time-Consistent Investment and Reinsurance Strategies for Mean–Variance Insurers in <i>N</i>-Agent and Mean-Field Games (Q5877349) (← links)
- Robust optimal proportional reinsurance and investment strategy for an insurer and a reinsurer with delay and jumps (Q6102883) (← links)
- A Heston local-stochastic volatility model for optimal investment-reinsurance strategy with a defaultable bond in an ambiguous environment (Q6149349) (← links)
- Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer (Q6494326) (← links)
