Pages that link to "Item:Q2242320"

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

Displaying 11 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)
• A hybrid reinsurance-investment game with delay and asymmetric information (Q6126033) (← links)
• A Stackelberg reinsurance-investment game with derivatives trading (Q6161744) (← 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)
• Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer (Q6494326) (← links)