Pages that link to "Item:Q2405932"
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The following pages link to Portfolio selection and risk control for an insurer in the Lévy market under mean-variance criterion (Q2405932):
Displaying 8 items.
- Optimal investment for an insurer under liquid reserves (Q2031332) (← links)
- Portfolio optimization for jump-diffusion risky assets with regime switching: a time-consistent approach (Q2076436) (← links)
- Optimal mean-variance investment-reinsurance strategy for a dependent risk model with Ornstein-Uhlenbeck process (Q2152261) (← links)
- Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion (Q2273986) (← links)
- A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling (Q2332719) (← links)
- Martingale and duality methods for optimal investment and reinsurance problem in a Lévy model (Q5078056) (← links)
- Expected utility maximization for an insurer with investment and risk control under inside information (Q5079840) (← links)
- Optimal investment and risk control policies for an insurer in an incomplete market (Q5239078) (← links)
