Pages that link to "Item:Q5140643"

The following pages link to Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility (Q5140643):

Displayed 7 items.

• Time-consistent longevity hedging with long-range dependence (Q2038218) ‎ (← links)
• Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution (Q2098011) ‎ (← links)
• Reinsurance-investment game between two mean-variance insurers under model uncertainty (Q2196065) ‎ (← links)
• Robust reinsurance contract with learning and ambiguity aversion (Q5042791) ‎ (← links)
• Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate (Q5881714) ‎ (← links)
• Robust optimal proportional reinsurance and investment strategy for an insurer and a reinsurer with delay and jumps (Q6102883) ‎ (← links)
• A Heston local-stochastic volatility model for optimal investment-reinsurance strategy with a defaultable bond in an ambiguous environment (Q6149349) ‎ (← links)