Pages that link to "Item:Q2397849"
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The following pages link to Optimal investment and reinsurance for an insurer under Markov-modulated financial market (Q2397849):
Displayed 19 items.
- Banach contraction principle and ruin probabilities in regime-switching models (Q1641139) (← links)
- Derivatives trading for insurers (Q1757608) (← links)
- Robust non-zero-sum investment and reinsurance game with default risk (Q1757617) (← links)
- Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks (Q2010903) (← links)
- Equilibrium reinsurance-investment strategies with partial information and common shock dependence (Q2070705) (← links)
- Optimal valuation of retailer equity financing based on gambling agreements in centralized supply chain (Q2088430) (← links)
- Optimal investment and reinsurance of insurers with lognormal stochastic factor model (Q2119453) (← links)
- Finite-horizon ruin probabilities in a risk-switching Sparre Andersen model (Q2218859) (← links)
- Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model (Q2218860) (← links)
- Optimal dividend and risk control policies in the presence of a fixed transaction cost (Q2223849) (← links)
- Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion (Q2273986) (← links)
- Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility (Q2292185) (← links)
- Optimal proportional reinsurance and investment for stochastic factor models (Q2421393) (← links)
- Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information (Q2674938) (← links)
- Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model (Q5042789) (← links)
- General methods for bounding multidimensional ruin probabilities in regime-switching models (Q5086703) (← links)
- Optimal mean-variance reinsurance and investment strategy with constraints in a non-Markovian regime-switching model (Q5880052) (← links)
- Optimal proportional and excess-of-loss reinsurance for multiple classes of insurance business (Q6089414) (← links)
- Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model (Q6170565) (← links)