Pages that link to "Item:Q2076360"
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The following pages link to Optimal investment and reinsurance to minimize the probability of drawdown with borrowing costs (Q2076360):
Displaying 7 items.
- Robust optimal reinsurance in minimizing the penalized expected time to reach a goal (Q2087514) (← links)
- Maximizing the goal-reaching probability before drawdown with borrowing constraint (Q2130910) (← links)
- Robust optimal investment and reinsurance to minimize a goal-reaching probability with constrained control variables (Q2691507) (← links)
- Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game (Q5865317) (← links)
- Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework (Q6096581) (← links)
- Optimal reinsurance and investment problems to minimize the probability of drawdown (Q6574089) (← links)
- Robust investment and proportional reinsurance strategy with delay and jumps in a stochastic Stackelberg differential game (Q6643669) (← links)
