Pages that link to "Item:Q2421393"

The following pages link to Optimal proportional reinsurance and investment for stochastic factor models (Q2421393):

Displaying 17 items.

• Optimal reinsurance and investment in a diffusion model (Q777940) (← links)
• Optimal reinsurance and investment under common shock dependence between financial and actuarial markets (Q2155853) (← links)
• Optimal per-loss reinsurance and investment to minimize the probability of drawdown (Q2171077) (← links)
• A BSDE-based approach for the optimal reinsurance problem under partial information (Q2212153) (← links)
• A hybrid stochastic differential reinsurance and investment game with bounded memory (Q2242320) (← links)
• Irreversible reinsurance: a singular control approach (Q2682993) (← links)
• A continuous-time model of self-protection (Q2697501) (← links)
• Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model (Q5042789) (← links)
• Robust reinsurance contract with learning and ambiguity aversion (Q5042791) (← links)
• Optimal excess-of-loss reinsurance and investment with stochastic factor process (Q5057347) (← links)
• Optimal investment and reinsurance strategies for an insurer with stochastic economic factor (Q5886710) (← links)
• Optimal proportional and excess-of-loss reinsurance for multiple classes of insurance business (Q6089414) (← links)
• Finite-time expected present value of operating costs until ruin in a Cox risk model with periodic observation (Q6106004) (← links)
• Optimal reinsurance via BSDEs in a partially observable model with jump clusters (Q6130335) (← links)
• Robust reinsurance and investment strategies under principal-agent framework (Q6549619) (← links)
• New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023 (Q6613388) (← links)
• Optimal investment and reinsurance strategies for an insurer with regime-switching (Q6655907) (← links)