Pages that link to "Item:Q2397849"

The following pages link to Optimal investment and reinsurance for an insurer under Markov-modulated financial market (Q2397849):

Displaying 22 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)
• The investment and reinsurance game of insurers and reinsurers with default risk under CEV model (Q6181238) (← links)
• Robust equilibrium investment-reinsurance strategy for <i>n</i> competitive insurers with square-root factor process (Q6571758) (← links)
• Mean-variance reinsurance and asset liability management with common shock via non-Markovian stochastic factors (Q6666642) (← links)