Pages that link to "Item:Q2364009"

The following pages link to Optimality of excess-loss reinsurance under a mean-variance criterion (Q2364009):

Displaying 19 items.

• Optimal reinsurance-investment strategy for a dynamic contagion claim model (Q784437) (← links)
• Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance (Q1644203) (← links)
• Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution (Q2098011) (← links)
• Optimal dividend and proportional reinsurance strategy under standard deviation premium principle (Q2117578) (← links)
• Optimal excess-of-loss reinsurance and investment problem with thinning dependent risks under Heston model (Q2196052) (← links)
• Reinsurance-investment game between two mean-variance insurers under model uncertainty (Q2196065) (← links)
• Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework (Q2273981) (← links)
• On minimizing the ultimate ruin probability of an insurer by reinsurance (Q2336999) (← links)
• Optimal reinsurance under the \(\alpha\)-maxmin mean-variance criterion (Q2665856) (← links)
• Irreversible reinsurance: a singular control approach (Q2682993) (← links)
• Robust optimal excess-of-loss reinsurance and investment problem with more general dependent claim risks and defaultable risk (Q2684941) (← links)
• ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER (Q4562959) (← links)
• Non-zero-sum reinsurance and investment game between two mean-variance insurers under the CEV model (Q5015999) (← links)
• Optimal reinsurance–investment policies for insurers with mispricing under mean-variance criterion (Q5093743) (← links)
• Robust equilibrium strategy for DC pension plan with the return of premiums clauses in a jump-diffusion model (Q5880386) (← links)
• Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion (Q6054361) (← links)
• Optimal reinsurance-investment problem for a general insurance company under a generalized dynamic contagion claim model (Q6099190) (← links)
• Pareto-optimal reinsurance with default risk and solvency regulation (Q6163065) (← links)
• Optimal proportional reinsurance to maximize an insurer’s exponential utility under unobservable drift (Q6171940) (← links)