Pages that link to "Item:Q2397853"
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The following pages link to Contagion modeling between the financial and insurance markets with time changed processes (Q2397853):
Displaying 10 items.
- Optimal dividend policy in an insurance company with contagious arrivals of claims (Q829004) (← links)
- Household lifetime strategies under a self-contagious market (Q2028777) (← links)
- Bayesian optimal investment and reinsurance with dependent financial and insurance risks (Q2135611) (← links)
- Optimal reinsurance and investment under common shock dependence between financial and actuarial markets (Q2155853) (← links)
- Optimal control of investment, premium and deductible for a non-life insurance company (Q2665865) (← links)
- Moment generating function of non-Markov self-excited claims processes (Q2665866) (← links)
- Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market (Q2665873) (← links)
- Optimal investment strategy for an insurer with partial information in capital and insurance markets (Q2691446) (← links)
- PORTFOLIO ALLOCATION IN A LEVY-TYPE JUMP-DIFFUSION MODEL WITH NONLIFE INSURANCE RISK (Q4990920) (← links)
- EXPLORING THE ASSET–LIABILITY RATIO FINANCIAL MANAGEMENT OF SMALL AND MEDIUM-SIZED ENTERPRISES UNDER DYNAMIC NONLINEAR SYSTEM (Q5070781) (← links)