Pages that link to "Item:Q4916397"
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The following pages link to A BSDE Approach to Optimal Investment of an Insurer with Hidden Regime Switching (Q4916397):
Displayed 14 items.
- A stochastic flows approach for asset allocation with hidden economic environment (Q274851) (← links)
- Optimal portfolios with maximum value-at-risk constraint under a hidden Markovian regime-switching model (Q340669) (← links)
- Optimal debt ratio and consumption strategies in financial crisis (Q495747) (← links)
- Risk-based optimal investment and proportional reinsurance of an insurer with hidden regime switching (Q517215) (← links)
- Dynamic credit investment in partially observed markets (Q889624) (← links)
- Integration by parts and martingale representation for a Markov chain (Q1724128) (← links)
- Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods (Q2015641) (← links)
- Optimal investment-reinsurance policy with stochastic interest and inflation rates (Q2298524) (← links)
- Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model (Q2356875) (← links)
- Consumption-portfolio optimization and filtering in a hidden Markov-modulated asset price model (Q2358467) (← links)
- Pricing vulnerable options under a Markov-modulated jump-diffusion model with fire sales (Q2423287) (← links)
- Optimal investment and risk control for an insurer with partial information in an anticipating environment (Q4562057) (← links)
- Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach (Q4639142) (← links)
- Expected utility maximization for an insurer with investment and risk control under inside information (Q5079840) (← links)