Pages that link to "Item:Q5414522"

The following pages link to Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model (Q5414522):

Displaying 32 items.

• Optimal investment problem for an insurer and a reinsurer (Q256739) (← links)
• Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model (Q282274) (← links)
• Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk (Q495442) (← links)
• Robust time-consistent portfolio selection for an investor under CEV model with inflation influence (Q779497) (← links)
• Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables (Q898969) (← links)
• Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps (Q903344) (← links)
• Time-consistent proportional reinsurance and investment strategies under ambiguous environment (Q1622519) (← links)
• Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q1743390) (← links)
• Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
• Mean-variance portfolio selection under a constant elasticity of variance model (Q1785248) (← links)
• Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model (Q2013623) (← links)
• Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model (Q2015617) (← links)
• Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model (Q2018495) (← links)
• Martingale method for optimal investment and proportional reinsurance (Q2036123) (← links)
• Optimal asset allocation for CRRA and CARA insurers under the vasicek interest rate model (Q2073576) (← links)
• Time-consistent investment-reinsurance strategy with a defaultable security under ambiguous environment (Q2076384) (← links)
• Optimal investment-reinsurance strategy in the correlated insurance and financial markets (Q2165792) (← links)
• Optimal reinsurance and investment strategy for an insurer in a model with delay and jumps (Q2195957) (← links)
• Optimal dividend and risk control policies in the presence of a fixed transaction cost (Q2223849) (← links)
• Optimal investment and risk control problems with delay for an insurer in defaultable market (Q2244231) (← links)
• Optimal investment and reinsurance with premium control (Q2244242) (← links)
• Optimal reinsurance-investment problem for maximizing the product of the insurer's and the reinsurer's utilities under a CEV model (Q2252739) (← links)
• Optimal excess-of-loss reinsurance and investment polices under the CEV model (Q2259036) (← links)
• Optimal proportional reinsurance and investment problem with jump-diffusion risk process under effect of inside information (Q2259244) (← links)
• Stochastic differential reinsurance games with capital injections (Q2273971) (← links)
• Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion (Q2273986) (← links)
• Optimal investment-reinsurance policy with stochastic interest and inflation rates (Q2298524) (← links)
• Optimal investment strategies for an insurer and a reinsurer with a jump diffusion risk process under the CEV model (Q2406314) (← links)
• Optimal dynamic reinsurance with worst-case default of the reinsurer (Q2677949) (← links)
• Stochastic differential game formulation on the reinsurance and investment problem (Q2797662) (← links)
• A Heston local-stochastic volatility model for optimal investment-reinsurance strategy with a defaultable bond in an ambiguous environment (Q6149349) (← links)
• The investment and reinsurance game of insurers and reinsurers with default risk under CEV model (Q6181238) (← links)