Pages that link to "Item:Q2292185"
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The following pages link to Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility (Q2292185):
Displaying 19 items.
- Time-consistent longevity hedging with long-range dependence (Q2038218) (← links)
- Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints (Q2171072) (← links)
- Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio (Q2186907) (← links)
- Uniqueness of equilibrium strategies in dynamic mean-variance problems with random coefficients (Q2190010) (← links)
- Mean-variance investment and risk control strategies -- a time-consistent approach via a forward auxiliary process (Q2657018) (← links)
- Irreversible reinsurance: a singular control approach (Q2682993) (← links)
- Optimal investment-reinsurance strategy with derivatives trading under the joint interests of an insurer and a reinsurer (Q2699113) (← links)
- Mean-variance portfolio selection with non-negative state-dependent risk aversion (Q5014196) (← links)
- Pairs trading under delayed cointegration (Q5039626) (← links)
- Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation (Q5050085) (← links)
- Open-loop equilibrium strategy for mean-variance asset-liability management with margin requirements (Q5092672) (← links)
- Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate (Q5881714) (← links)
- Optimal expansion of business opportunity (Q6112782) (← links)
- A Heston local-stochastic volatility model for optimal investment-reinsurance strategy with a defaultable bond in an ambiguous environment (Q6149349) (← links)
- A class of non-zero-sum stochastic differential games between two mean–variance insurers under stochastic volatility (Q6163064) (← links)
- Dynamic asset-liability management with frictions (Q6171945) (← links)
- Robust investment and proportional reinsurance strategy with delay and jumps in a stochastic Stackelberg differential game (Q6643669) (← links)
- Alpha-robust mean-variance reinsurance and investment strategies with transaction costs (Q6653506) (← links)
- Mean-variance reinsurance and asset liability management with common shock via non-Markovian stochastic factors (Q6666642) (← links)
