Pages that link to "Item:Q3518568"
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The following pages link to Risk minimizing portfolios and HJBI equations for stochastic differential games (Q3518568):
Displaying 50 items.
- Uncertainty and inside information (Q261231) (← links)
- Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model (Q282274) (← links)
- Nonzero-sum stochastic differential game between controller and stopper for jump diffusions (Q370194) (← links)
- Portfolio risk minimization and differential games (Q425781) (← links)
- Risk minimization in financial markets modeled by Itô-Lévy processes (Q497032) (← links)
- Optimal reinsurance and investment strategies for insurers with mispricing and model ambiguity (Q506097) (← links)
- A BSDE approach to a risk-based optimal investment of an insurer (Q627068) (← links)
- Stochastic representation for solutions of Isaacs' type integral-partial differential equations (Q645592) (← links)
- Optimal investment and reinsurance of an insurer with model uncertainty (Q659098) (← links)
- Robust optimal investment and reinsurance problem for the product of the insurer's and the reinsurer's utilities (Q724542) (← links)
- Robust optimal reinsurance-investment strategy with price jumps and correlated claims (Q784390) (← links)
- Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing (Q1641145) (← links)
- Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility (Q1657206) (← links)
- Nonzero-sum stochastic differential portfolio games under a Markovian regime switching model (Q1666474) (← links)
- Robust portfolio decisions for financial institutions (Q1714474) (← links)
- Robust non-zero-sum investment and reinsurance game with default risk (Q1757617) (← links)
- Stochastic differential portfolio games for an insurer in a jump-diffusion risk process (Q1935921) (← links)
- A BSDE approach to risk-based asset allocation of pension funds with regime switching (Q1945100) (← links)
- Robust optimal investment and reinsurance problem for a general insurance company under Heston model (Q2014373) (← links)
- Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model (Q2015643) (← links)
- Dynamic portfolio selection with mispricing and model ambiguity (Q2018555) (← links)
- Model uncertainty on commodity portfolios, the role of convenience yield (Q2063057) (← links)
- Optimal pension fund management under risk and uncertainty: the case study of Poland (Q2089448) (← links)
- Robust optimal asset-liability management with penalization on ambiguity (Q2165793) (← links)
- Stackelberg differential game for insurance under model ambiguity (Q2172035) (← links)
- Robust equilibrium strategies in a defined benefit pension plan game (Q2172042) (← links)
- Cooperative innovation in the medical supply chain based on user feedback (Q2179142) (← links)
- On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration (Q2190063) (← links)
- Stochastic differential reinsurance games in diffusion approximation models (Q2223787) (← links)
- Optimal risk exposure and dividend payout policies under model uncertainty (Q2234748) (← links)
- Robust optimal excess-of-loss reinsurance and investment problem with delay and dependent risks (Q2296543) (← links)
- Robust optimal investment and reinsurance of an insurer under jump-diffusion models (Q2327727) (← links)
- Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model (Q2356875) (← links)
- Worst-case investment and reinsurance optimization for an insurer under model uncertainty (Q2398561) (← links)
- Maximum principle for mean-field zero-sum stochastic differential game with partial information and its application to finance (Q2411489) (← links)
- Robust dynamic pairs trading with cointegration (Q2417107) (← links)
- Optimal decision on dynamic insurance price and investment portfolio of an insurer (Q2442539) (← links)
- Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints (Q2656996) (← links)
- Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market (Q2673823) (← links)
- Robust Stochastic Control and Equivalent Martingale Measures (Q2909982) (← links)
- Stochastic differential game for management of non-renewable fishery resource under model ambiguity (Q3300962) (← links)
- RISK INDIFFERENCE PRICING IN JUMP DIFFUSION MARKETS (Q3650925) (← links)
- Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity (Q4554494) (← links)
- Optimal investment of an insurer with regime-switching and risk constraint (Q4576870) (← 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)
- Optimal sizing of the sediment replenishment capacity based on robust ergodic control of subordinator-driven dynamics (Q5044106) (← links)
- Short Communication: Cone-Constrained Monotone Mean-Variance Portfolio Selection under Diffusion Models (Q5045197) (← links)
- Risk minimization for an insurer with investment and reinsurance via <i>g</i>-expectation (Q5077872) (← links)
- Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond (Q5079124) (← links)
