Pages that link to "Item:Q2212153"
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The following pages link to A BSDE-based approach for the optimal reinsurance problem under partial information (Q2212153):
Displaying 10 items.
- Optimal reinsurance and investment under common shock dependence between financial and actuarial markets (Q2155853) (← links)
- Optimal investment strategy for an insurer with partial information in capital and insurance markets (Q2691446) (← links)
- A continuous-time model of self-protection (Q2697501) (← links)
- Optimal investment-reinsurance strategy with derivatives trading under the joint interests of an insurer and a reinsurer (Q2699113) (← links)
- Optimal entry decision of unemployment insurance under partial information (Q2700073) (← links)
- Optimal reinsurance via BSDEs in a partially observable model with jump clusters (Q6130335) (← links)
- Optimal proportional reinsurance to maximize an insurer’s exponential utility under unobservable drift (Q6171940) (← links)
- Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle (Q6547002) (← links)
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023 (Q6613388) (← links)
- BSDE with jumps when mean reflection is nonlinear (Q6657780) (← links)
