Pages that link to "Item:Q2196052"
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The following pages link to Optimal excess-of-loss reinsurance and investment problem with thinning dependent risks under Heston model (Q2196052):
Displaying 3 items.
- A Stackelberg reinsurance-investment game under Heston's stochastic volatility model (Q2691386) (← links)
- Optimal investment strategies for asset-liability management with affine diffusion factor processes and HARA preferences (Q2691482) (← links)
- Optimal investment and reinsurance strategies for an insurer with regime-switching (Q6655907) (← links)
