Pages that link to "Item:Q2018555"
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The following pages link to Dynamic portfolio selection with mispricing and model ambiguity (Q2018555):
Displaying 12 items.
- Optimal investment in multidimensional Markov-modulated affine models (Q902185) (← links)
- Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps (Q903344) (← links)
- Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing (Q1641145) (← links)
- A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility (Q2174171) (← links)
- Reinsurance contract design when the insurer is ambiguity-averse (Q2415981) (← links)
- Optimal portfolios for the DC pension fund with mispricing under the HARA utility framework (Q2691231) (← links)
- Robust reinsurance contracts in continuous time (Q4583597) (← links)
- Robust optimal insurance and investment strategies for the government and the insurance company under mispricing phenomenon (Q5079461) (← links)
- Optimal reinsurance–investment policies for insurers with mispricing under mean-variance criterion (Q5093743) (← links)
- Optimal investment-consumption and life insurance strategy with mispricing and model ambiguity (Q6117107) (← links)
- Robust optimal asset-liability management with mispricing and stochastic factor market dynamics (Q6152696) (← links)
- Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks (Q6152708) (← links)
