Pages that link to "Item:Q4576870"
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The following pages link to Optimal investment of an insurer with regime-switching and risk constraint (Q4576870):
Displaying 7 items.
- The optimal mean variance problem with inflation (Q894986) (← links)
- Stochastic maximum principle for partial information optimal investment and dividend problem of an insurer (Q1716975) (← links)
- Optimal reinsurance and investment strategy with delay in Heston's SV model (Q2240102) (← links)
- A class of nonzero-sum investment and reinsurance games subject to systematic risks (Q4577200) (← links)
- Optimal reinsurance and dividend under model uncertainty (Q6131024) (← links)
- Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model (Q6170565) (← links)
- Non-zero-sum stochastic differential games on investment, consumption and proportional reinsurance (Q6536955) (← links)
