Pages that link to "Item:Q2513637"

The following pages link to Optimal portfolio choice for an insurer with loss aversion (Q2513637):

Displaying 9 items.

• Competitive insurance pricing with complete information, loss-averse utility and finitely many policies (Q903323) (← links)
• Stochastic maximum principle for partial information optimal investment and dividend problem of an insurer (Q1716975) (← links)
• Optimization problem of insurance investment based on spectral risk measure and RAROC criterion (Q1721738) (← links)
• Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints (Q1735133) (← links)
• Optimal investment for an insurer under liquid reserves (Q2031332) (← links)
• Martingale method for optimal investment and proportional reinsurance (Q2036123) (← links)
• A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation (Q2306391) (← links)
• Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk (Q2364016) (← links)
• Optimal reinsurance and investment strategy with two piece utility function (Q2628182) (← links)