Pages that link to "Item:Q2190278"
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The following pages link to Optimal reinsurance-investment problem with dependent risks based on Legendre transform (Q2190278):
Displayed 5 items.
- The optimal reinsurance-investment problem considering the joint interests of an insurer and a reinsurer under HARA utility (Q2088149) (← links)
- Optimal reinsurance and investment under common shock dependence between financial and actuarial markets (Q2155853) (← links)
- Optimal excess-of-loss reinsurance and investment problem with thinning dependent risks under Heston model (Q2196052) (← links)
- Robust optimal excess-of-loss reinsurance and investment problem with more general dependent claim risks and defaultable risk (Q2684941) (← links)
- Optimal investment strategies for asset-liability management with affine diffusion factor processes and HARA preferences (Q2691482) (← links)