Pages that link to "Item:Q2242320"

The following pages link to A hybrid stochastic differential reinsurance and investment game with bounded memory (Q2242320):

Displayed 15 items.

• A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market (Q2074836) ‎ (← links)
• Stackelberg differential game for reinsurance: mean-variance framework and random horizon (Q2670107) ‎ (← links)
• Robust stochastic Stackelberg differential reinsurance and investment games for an insurer and a reinsurer with delay (Q2671233) ‎ (← links)
• Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model (Q5042789) ‎ (← links)
• Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework (Q6096581) ‎ (← links)
• Robust optimal proportional reinsurance and investment strategy for an insurer and a reinsurer with delay and jumps (Q6102883) ‎ (← links)
• Stochastic differential reinsurance and investment games with delay under VaR constraints⋆ (Q6118259) ‎ (← links)
• A Stackelberg reinsurance-investment game under <i>α</i> -maxmin mean-variance criterion and stochastic volatility (Q6121109) ‎ (← links)
• Optimal reinsurance contract in a Stackelberg game framework: a view of social planner (Q6121115) ‎ (← links)
• A hybrid reinsurance-investment game with delay and asymmetric information (Q6126033) ‎ (← links)
• Optimal reinsurance design under solvency constraints (Q6127106) ‎ (← links)
• A Stackelberg reinsurance-investment game with derivatives trading (Q6161744) ‎ (← links)
• Stackelberg differential game for insurance under model ambiguity: general divergence (Q6169666) ‎ (← links)
• Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model (Q6170565) ‎ (← links)
• The investment and reinsurance game of insurers and reinsurers with default risk under CEV model (Q6181238) ‎ (← links)