Pages that link to "Item:Q2496230"

The following pages link to Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium (Q2496230):

Displaying 50 items.

• Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model (Q282274) (← links)
• Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk (Q333902) (← links)
• The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices (Q470605) (← links)
• Robust portfolio choice with stochastic interest rates (Q470730) (← links)
• Portfolio management with stochastic interest rates and inflation ambiguity (Q481372) (← links)
• A closed-form solution for options with ambiguity about stochastic volatility (Q488211) (← links)
• Optimal reinsurance and investment strategies for insurers with mispricing and model ambiguity (Q506097) (← links)
• Diversification preferences in the theory of choice (Q524890) (← links)
• Dynamic portfolio choice under ambiguity and regime switching mean returns (Q631261) (← links)
• Robust consumption and portfolio choice for time varying investment opportunities (Q666461) (← links)
• Robust optimal investment and reinsurance problem for the product of the insurer's and the reinsurer's utilities (Q724542) (← links)
• Robust time-consistent portfolio selection for an investor under CEV model with inflation influence (Q779497) (← links)
• Robust optimal reinsurance-investment strategy with price jumps and correlated claims (Q784390) (← links)
• Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps (Q903344) (← links)
• Uncertain dynamics, correlation effects, and robust investment decisions (Q1624002) (← links)
• Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility (Q1641143) (← links)
• Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing (Q1641145) (← links)
• Dynamic derivative strategies with stochastic interest rates and model uncertainty (Q1657151) (← links)
• Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility (Q1657206) (← links)
• Robust evaluation of SCR for participating life insurances under Solvency II (Q1742714) (← links)
• Robust reinsurance contracts with uncertainty about jump risk (Q1754197) (← links)
• Robust consumption and portfolio policies when asset prices can jump (Q1757535) (← links)
• Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion (Q1983681) (← links)
• Robust optimal investment and reinsurance problem for a general insurance company under Heston model (Q2014373) (← links)
• Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model (Q2015626) (← links)
• Dynamic portfolio selection with mispricing and model ambiguity (Q2018555) (← links)
• Robust consumption portfolio optimization with stochastic differential utility (Q2065170) (← links)
• Robust optimal strategies of DC pension plans with stochastic volatility and stochastic income under mean-variance criteria (Q2076400) (← links)
• Robust optimal investment problem with delay under Heston's model (Q2152268) (← links)
• Robust consumption and portfolio choice with derivatives trading (Q2171630) (← links)
• Robust equilibrium strategies in a defined benefit pension plan game (Q2172042) (← links)
• Minimizing the probability of absolute ruin under ambiguity aversion (Q2234291) (← links)
• Optimal risk exposure and dividend payout policies under model uncertainty (Q2234748) (← links)
• Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion (Q2273986) (← links)
• Robust optimal excess-of-loss reinsurance and investment problem with delay and dependent risks (Q2296543) (← links)
• Robust optimal consumption-investment strategy with non-exponential discounting (Q2338472) (← links)
• Reinsurance contract design when the insurer is ambiguity-averse (Q2415981) (← links)
• Optimal reinsurance to minimize the discounted probability of ruin under ambiguity (Q2421407) (← links)
• Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps (Q2423668) (← links)
• Introduction to model uncertainty and robustness (Q2496225) (← links)
• Optimal investment, consumption and proportional reinsurance under model uncertainty (Q2514622) (← links)
• Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk (Q2656079) (← links)
• Robust optimal investment and reinsurance for an insurer with inside information (Q2656984) (← links)
• Optimal dividend-distribution strategy under ambiguity aversion (Q2661496) (← links)
• Robust optimal excess-of-loss reinsurance and investment problem with more general dependent claim risks and defaultable risk (Q2684941) (← links)
• A robust consumption model when the intensity of technological progress is ambiguous (Q2690070) (← links)
• The optimal investment-reinsurance strategies for ambiguity aversion insurer in uncertain environment (Q2691400) (← links)
• An efficient numerical method for the robust optimal investment problem with general utility functions (Q2691508) (← links)
• Robust Optimization of Credit Portfolios (Q2976139) (← links)
• Stochastic differential game for management of non-renewable fishery resource under model ambiguity (Q3300962) (← links)