Pages that link to "Item:Q370878"
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The following pages link to Optimal investment and consumption with default risk: HARA utility (Q370878):
Displaying 3 items.
- Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk (Q333902) (← links)
- The optimal investment, liability and dividends in insurance (Q2240112) (← links)
- Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks (Q2306384) (← links)