Pages that link to "Item:Q2374119"
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The following pages link to Constrained investment-reinsurance optimization with regime switching under variance premium principle (Q2374119):
Displayed 8 items.
- Derivatives trading for insurers (Q1757608) (← links)
- Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints (Q2171072) (← links)
- A simplified stochastic optimization model for logistic dynamics with control-dependent carrying capacity (Q3300982) (← 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 portfolio and reinsurance with two differential risky assets (Q6096177) (← links)
- Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework (Q6096581) (← links)
- Stochastic control with inhomogeneous regime switching: application to consumption and investment with unemployment and reemployment (Q6170028) (← links)