Pages that link to "Item:Q282282"
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The following pages link to Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling (Q282282):
Displayed 41 items.
- Robust optimal investment and reinsurance problem for the product of the insurer's and the reinsurer's utilities (Q724542) (← links)
- Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin (Q784404) (← links)
- Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance (Q824780) (← links)
- Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers (Q1735037) (← links)
- Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q1743390) (← links)
- Robust non-zero-sum investment and reinsurance game with default risk (Q1757617) (← links)
- Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance (Q2004551) (← links)
- Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks (Q2010903) (← links)
- Optimal stop-loss reinsurance with joint utility constraints (Q2031378) (← links)
- Revisiting optimal investment strategies of value-maximizing insurance firms (Q2038230) (← links)
- Optimal investment and reinsurance to minimize the probability of drawdown with borrowing costs (Q2076360) (← links)
- Optimal investment and reinsurance of insurers with lognormal stochastic factor model (Q2119453) (← links)
- Maximizing the goal-reaching probability before drawdown with borrowing constraint (Q2130910) (← links)
- Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints (Q2171072) (← links)
- Optimal per-loss reinsurance and investment to minimize the probability of drawdown (Q2171077) (← links)
- Reinsurance-investment game between two mean-variance insurers under model uncertainty (Q2196065) (← links)
- Minimizing the probability of absolute ruin under ambiguity aversion (Q2234291) (← links)
- Stochastic differential reinsurance games with capital injections (Q2273971) (← links)
- Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework (Q2273981) (← links)
- Continuous-time optimal reinsurance strategy with nontrivial curved structures (Q2286107) (← links)
- Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility (Q2292185) (← links)
- Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models (Q2327617) (← links)
- Robust optimal investment and reinsurance of an insurer under jump-diffusion models (Q2327727) (← links)
- Constrained investment-reinsurance optimization with regime switching under variance premium principle (Q2374119) (← links)
- Dynamic risk-sharing game and reinsurance contract design (Q2415979) (← links)
- Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints (Q2656996) (← links)
- Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model (Q5042789) (← links)
- Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond (Q5079124) (← links)
- Optimal reinsurance–investment policies for insurers with mispricing under mean-variance criterion (Q5093743) (← links)
- Robust reinsurance contracts with risk constraint (Q5117680) (← links)
- Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle (Q5140640) (← links)
- STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE (Q5745199) (← links)
- Equilibrium reinsurance strategies for <i>n</i> insurers under a unified competition and cooperation framework (Q5861817) (← links)
- Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game (Q5865317) (← links)
- Multiple per-claim reinsurance based on maximizing the Lundberg exponent (Q6072263) (← links)
- Robust optimal dynamic reinsurance policies under the mean-RVaR premium principle (Q6082446) (← links)
- Optimal portfolio and reinsurance with two differential risky assets (Q6096177) (← links)
- Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework (Q6096581) (← links)
- Optimal reinsurance-investment problem for a general insurance company under a generalized dynamic contagion claim model (Q6099190) (← links)
- Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein–Uhlenbeck process (Q6114645) (← links)
- Optimal design for network mutual aid (Q6163069) (← links)