Pages that link to "Item:Q2273986"
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The following pages link to Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion (Q2273986):
Displaying 11 items.
- Optimal reinsurance-investment problem under mean-variance criterion with \(n\) risky assets (Q782116) (← links)
- Robust optimal investment problem with delay under Heston's model (Q2152268) (← links)
- Robust equilibrium strategies in a defined benefit pension plan game (Q2172042) (← links)
- Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk (Q2656079) (← links)
- Non-zero-sum reinsurance and investment game between two mean-variance insurers under the CEV model (Q5015999) (← links)
- Household consumption-investment-insurance decisions with uncertain income and market ambiguity (Q5861811) (← links)
- Optimal investment and reinsurance problem toward joint interests of the insurer and the reinsurer under default risk (Q5867741) (← links)
- Robust time-consistent strategy for the defined contribution pension plan with a minimum guarantee under ambiguity (Q6060710) (← links)
- Robust reinsurance and investment strategies under principal-agent framework (Q6549619) (← links)
- Robust optimal per-loss reinsurance strategy for an ambiguity-averse insurer (Q6559910) (← links)
- Robust non-zero-sum stochastic differential game of two insurers with common shock and CDS transaction (Q6594800) (← links)
