Pages that link to "Item:Q5369466"
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The following pages link to OPTIMAL MEAN–VARIANCE REINSURANCE WITH COMMON SHOCK DEPENDENCE (Q5369466):
Displayed 12 items.
- Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q328530) (← links)
- Optimal time-consistent investment and reinsurance strategy under time delay and risk dependent model (Q2007166) (← links)
- Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks (Q2010903) (← links)
- Portfolio optimization for jump-diffusion risky assets with regime switching: a time-consistent approach (Q2076436) (← links)
- Optimal mean-variance investment/reinsurance with common shock in a regime-switching market (Q2274152) (← links)
- Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence (Q2520452) (← links)
- Optimal control on investment and reinsurance strategies with delay and common shock dependence in a jump-diffusion financial market (Q2691293) (← links)
- Mean-variance problem for an insurer with dependent risks and stochastic interest rate in a jump-diffusion market (Q5039390) (← links)
- Equilibrium investment-reinsurance strategy with delay and common shock dependence under Heston's SV model (Q5057967) (← links)
- Mean-variance problem for an insurer with default risk under a jump-diffusion risk model (Q5076896) (← links)
- Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework (Q6096581) (← links)
- Optimal time-consistent investment-reinsurance strategy for state-dependent risk aversion with delay and common shocks (Q6170103) (← links)
