Pages that link to "Item:Q6054361"
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The following pages link to Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion (Q6054361):
Displaying 6 items.
- Optimal reinsurance under the \(\alpha\)-maxmin mean-variance criterion (Q2665856) (← links)
- Multiple per-claim reinsurance based on maximizing the Lundberg exponent (Q6072263) (← links)
- Reinsurance games with two reinsurers: tree versus chain (Q6168513) (← links)
- Robust reinsurance and investment strategies under principal-agent framework (Q6549619) (← links)
- Optimal investment and reinsurance policies for the Cramér–Lundberg risk model under monotone mean-variance preference (Q6575260) (← links)
- Stackelberg differential reinsurance and investment game for a dependent risk model with Ornstein-Uhlenbeck process (Q6606029) (← links)
