Pages that link to "Item:Q2447423"

The following pages link to Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model (Q2447423):

Displayed 50 items.

• Optimal investment problem for an insurer and a reinsurer (Q256739) ‎ (← links)
• Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model (Q282274) ‎ (← 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)
• Optimal reinsurance and investment strategies for insurers with mispricing and model ambiguity (Q506097) ‎ (← links)
• Robust optimal investment and reinsurance problem for the product of the insurer's and the reinsurer's utilities (Q724542) ‎ (← links)
• Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks (Q743147) ‎ (← links)
• Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility (Q1616790) ‎ (← links)
• Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model (Q1639554) ‎ (← links)
• Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing (Q1641145) ‎ (← links)
• Optimal investment and reinsurance for insurers with uncertain time-horizon (Q1718017) ‎ (← links)
• Optimal control of investment-reinsurance problem for an insurer with jump-diffusion risk process: independence of Brownian motions (Q1722323) ‎ (← links)
• Optimal reinsurance-investment strategy under risks of interest rate, exchange rate and inflation (Q1739353) ‎ (← links)
• Derivatives trading for insurers (Q1757608) ‎ (← links)
• Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance (Q1799638) ‎ (← links)
• Optimal time-consistent investment and reinsurance strategy under time delay and risk dependent model (Q2007166) ‎ (← links)
• Robust optimal reinsurance and investment strategies for an AAI with multiple risks (Q2010895) ‎ (← links)
• Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model (Q2013623) ‎ (← links)
• Robust optimal investment and reinsurance problem for a general insurance company under Heston model (Q2014373) ‎ (← links)
• Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function (Q2014428) ‎ (← links)
• Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model (Q2015617) ‎ (← links)
• Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model (Q2015626) ‎ (← links)
• Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting (Q2015632) ‎ (← links)
• Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model (Q2018495) ‎ (← links)
• A dynamic Heston local-stochastic volatility model and Legendre transform dual-asymptotic solution for optimal investment strategy problems with CARA utility (Q2112716) ‎ (← links)
• Optimal per-loss reinsurance and investment to minimize the probability of drawdown (Q2171077) ‎ (← links)
• Optimal reinsurance and investment strategy for an insurer in a model with delay and jumps (Q2195957) ‎ (← links)
• Optimal excess-of-loss reinsurance and investment problem with thinning dependent risks under Heston model (Q2196052) ‎ (← links)
• Reinsurance-investment game between two mean-variance insurers under model uncertainty (Q2196065) ‎ (← links)
• Optimal reinsurance and investment strategy with delay in Heston's SV model (Q2240102) ‎ (← links)
• Optimal reinsurance-investment problem for maximizing the product of the insurer's and the reinsurer's utilities under a CEV model (Q2252739) ‎ (← links)
• Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion (Q2273986) ‎ (← links)
• Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks (Q2306384) ‎ (← links)
• Asset liability management for an ordinary insurance system with proportional reinsurance in a CIR stochastic interest rate and Heston stochastic volatility framework (Q2338463) ‎ (← 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)
• Optimal reinsurance and investment problem for an insurer with counterparty risk (Q2347114) ‎ (← links)
• Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models (Q2360965) ‎ (← links)
• Optimality of excess-loss reinsurance under a mean-variance criterion (Q2364009) ‎ (← links)
• Robust optimal excess-of-loss reinsurance and investment problem with more general dependent claim risks and defaultable risk (Q2684941) ‎ (← links)
• Optimal portfolio selection with life insurance under subjective survival belief and habit formation (Q2691266) ‎ (← links)
• European option pricing under fuzzy CEV model (Q2696948) ‎ (← links)
• Stochastic differential game formulation on the reinsurance and investment problem (Q2797662) ‎ (← links)
• Optimal reinsurance and investment problem with default risk and bounded memory (Q3386600) ‎ (← links)
• Optimal reinsurance and investment problem in a defaultable market (Q4563472) ‎ (← links)
• Optimal reinsurance: minimize the expected time to reach a goal (Q4575374) ‎ (← links)
• Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria (Q4576923) ‎ (← links)
• Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps (Q4583607) ‎ (← links)
• Review of statistical actuarial risk modelling (Q4966720) ‎ (← links)
• Equilibrium excess-of-loss reinsurance and investment strategies for an insurer and a reinsurer (Q5039793) ‎ (← links)