Pages that link to "Item:Q2374115"
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The following pages link to Optimal reinsurance under dynamic VaR constraint (Q2374115):
Displaying 13 items.
- Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer (Q1639555) (← links)
- Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets (Q1735027) (← links)
- Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks (Q2010903) (← links)
- Optimal expected utility of dividend payments with proportional reinsurance under VaR constraints and stochastic interest rate (Q2198915) (← links)
- Explicit investment setting in a Kaldor macroeconomic model with macro shock (Q2206321) (← links)
- Solution of Hamilton-Jacobi-Bellman equation in optimal reinsurance strategy under dynamic VaR constraint (Q2631901) (← links)
- Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints (Q2656996) (← links)
- Reinsurance of multiple risks with generic dependence structures (Q2665875) (← links)
- (Q5091888) (← links)
- Robust reinsurance contracts with risk constraint (Q5117680) (← links)
- Optimal insurance strategy in a risk process under a safety level imposed on the increments of the process (Q5878640) (← links)
- Dynamic mean-downside risk portfolio selection with a stochastic interest rate in continuous-time (Q6099493) (← links)
- The investment and reinsurance game of insurers and reinsurers with default risk under CEV model (Q6181238) (← links)
