Pages that link to "Item:Q2132264"

The following pages link to Equilibrium investment and risk control for an insurer with non-Markovian regime-switching and no-shorting constraints (Q2132264):

Displaying 2 items.

• Maximizing the goal-reaching probability before drawdown with borrowing constraint (Q2130910) (← links)
• Open-loop equilibrium strategy for mean-variance portfolio selection with investment constraints in a non-Markovian regime-switching jump-diffusion model (Q2691262) (← links)