Pages that link to "Item:Q2443229"
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The following pages link to Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps (Q2443229):
Displayed 39 items.
- Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model (Q282291) (← links)
- A characterization of equilibrium strategies in continuous-time mean-variance problems for insurers (Q320304) (← links)
- Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model (Q328079) (← links)
- Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk (Q495442) (← links)
- Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information (Q896745) (← links)
- Time-consistent investment strategy under partial information (Q896762) (← links)
- Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps (Q903344) (← links)
- Time-consistent mean-variance portfolio optimization: a numerical impulse control approach (Q1622505) (← links)
- Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model (Q1639554) (← links)
- Alpha-robust mean-variance reinsurance-investment strategy (Q1656367) (← links)
- Optimal investment and reinsurance for insurers with uncertain time-horizon (Q1718017) (← links)
- Optimization problem of insurance investment based on spectral risk measure and RAROC criterion (Q1721738) (← links)
- Precommitted investment strategy versus time-consistent investment strategy for a general risk model with diffusion (Q1723926) (← links)
- Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets (Q1735027) (← links)
- Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers (Q1735037) (← links)
- Derivatives trading for insurers (Q1757608) (← links)
- Equilibrium time-consistent strategy for corporate international investment problem with mean-variance criterion (Q1792974) (← links)
- Optimal dividend strategies with time-inconsistent preferences (Q1994625) (← links)
- Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model (Q2013623) (← links)
- Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion (Q2273986) (← links)
- Precommitted investment strategy versus time-consistent investment strategy for a dual risk model (Q2321564) (← links)
- Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process (Q2347064) (← links)
- Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston's SV model (Q2347109) (← links)
- Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models (Q2360965) (← links)
- Optimal hedging with basis risk under mean-variance criterion (Q2364001) (← links)
- Optimality of excess-loss reinsurance under a mean-variance criterion (Q2364009) (← links)
- Worst-case investment and reinsurance optimization for an insurer under model uncertainty (Q2398561) (← links)
- Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps (Q2423668) (← links)
- Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion (Q2445993) (← links)
- Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach (Q2513435) (← links)
- Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market (Q2633700) (← links)
- Stochastic differential game formulation on the reinsurance and investment problem (Q2797662) (← links)
- OPTIMAL TIME-CONSISTENT PORTFOLIO AND CONTRIBUTION SELECTION FOR DEFINED BENEFIT PENSION SCHEMES UNDER MEAN–VARIANCE CRITERION (Q2929387) (← links)
- ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER (Q4562959) (← links)
- Optimal reinsurance problems with extrapolative claim expectation (Q4563345) (← links)
- Time-consistent investment and reinsurance under relative performance concerns (Q4563482) (← links)
- Robust reinsurance contracts in continuous time (Q4583597) (← links)
- Time-consistent mean-variance reinsurance-investment in a jump-diffusion financial market (Q5277964) (← links)
- Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security (Q5964415) (← links)