Pages that link to "Item:Q5964415"
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The following pages link to Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security (Q5964415):
Displayed 41 items.
- Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk (Q333902) (← links)
- Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (Q506063) (← links)
- Nash equilibrium strategy for a DC pension plan with state-dependent risk aversion: a multiperiod mean-variance framework (Q1727241) (← links)
- Optimal reinsurance-investment problem for an insurer and a reinsurer with jump-diffusion process (Q1727315) (← links)
- Maximizing a robust goal-reaching probability with penalization on ambiguity (Q1757373) (← links)
- Robust non-zero-sum investment and reinsurance game with default risk (Q1757617) (← links)
- Equilibrium time-consistent strategy for corporate international investment problem with mean-variance criterion (Q1792974) (← links)
- Robust optimal reinsurance and investment strategies for an AAI with multiple risks (Q2010895) (← links)
- Revisiting optimal investment strategies of value-maximizing insurance firms (Q2038230) (← links)
- A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market (Q2074836) (← links)
- Time-consistent investment-reinsurance strategy with a defaultable security under ambiguous environment (Q2076384) (← links)
- Equilibrium investment and risk control for an insurer with non-Markovian regime-switching and no-shorting constraints (Q2132264) (← links)
- Optimal investment-reinsurance strategy in the correlated insurance and financial markets (Q2165792) (← links)
- Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints (Q2171072) (← links)
- Reinsurance-investment game between two mean-variance insurers under model uncertainty (Q2196065) (← links)
- Two frameworks for pricing defaultable derivatives (Q2213633) (← links)
- Optimal investment and risk control problems with delay for an insurer in defaultable market (Q2244231) (← links)
- Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion (Q2273986) (← links)
- Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility (Q2292185) (← links)
- Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks (Q2306384) (← links)
- Optimal hedging with basis risk under mean-variance criterion (Q2364001) (← links)
- Constrained investment-reinsurance optimization with regime switching under variance premium principle (Q2374119) (← links)
- Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps (Q2423668) (← links)
- Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market (Q2633700) (← links)
- Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk (Q2656079) (← links)
- Robust optimal excess-of-loss reinsurance and investment problem with more general dependent claim risks and defaultable risk (Q2684941) (← links)
- Robust optimal investment and reinsurance to minimize a goal-reaching probability with constrained control variables (Q2691507) (← links)
- Optimal reinsurance and investment problem with default risk and bounded memory (Q3386600) (← links)
- ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER (Q4562959) (← links)
- Optimal reinsurance and investment problem in a defaultable market (Q4563472) (← links)
- Time-consistent mean–variance proportional reinsurance and investment problem in a defaultable market (Q4643689) (← links)
- Optimal time-consistent reinsurance strategies for mean-variance insurers under thinning dependence structure (Q4986421) (← links)
- On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies (Q4988555) (← links)
- Mean-variance problem for an insurer with default risk under a jump-diffusion risk model (Q5076896) (← links)
- Optimal deterministic reinsurance and investment for an insurer under mean–variance criterion (Q5078527) (← links)
- Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond (Q5079124) (← links)
- Robust reinsurance contracts with risk constraint (Q5117680) (← links)
- Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility (Q5140643) (← links)
- Optimal investment and reinsurance problem toward joint interests of the insurer and the reinsurer under default risk (Q5867741) (← links)
- Robust equilibrium strategy for DC pension plan with the return of premiums clauses in a jump-diffusion model (Q5880386) (← links)
- Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein–Uhlenbeck process (Q6114645) (← links)