Pages that link to "Item:Q2871726"
From MaRDI portal
The following pages link to Optimal portfolio selection in a Lévy market with uncontrolled cash flow and only risky assets (Q2871726):
Displayed 6 items.
- Robust optimal asset-liability management with penalization on ambiguity (Q2165793) (← links)
- Portfolio selection and risk control for an insurer in the Lévy market under mean-variance criterion (Q2405932) (← links)
- Stochastic differential game formulation on the reinsurance and investment problem (Q2797662) (← links)
- Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market (Q5244295) (← links)
- Dynamic asset-liability management problem in a continuous-time model with delay (Q5863710) (← links)
- Robust optimal asset–liability management with delay and ambiguity aversion in a jump-diffusion market (Q6089801) (← links)