Pages that link to "Item:Q5239078"
From MaRDI portal
The following pages link to Optimal investment and risk control policies for an insurer in an incomplete market (Q5239078):
Displaying 5 items.
- A hybrid stochastic differential reinsurance and investment game with bounded memory (Q2242320) (← links)
- A Stackelberg reinsurance-investment game under Heston's stochastic volatility model (Q2691386) (← links)
- A Stackelberg reinsurance–investment game with asymmetric information and delay (Q5860820) (← links)
- A hybrid reinsurance-investment game with delay and asymmetric information (Q6126033) (← links)
- The investment and reinsurance game of insurers and reinsurers with default risk under CEV model (Q6181238) (← links)