Pages that link to "Item:Q627068"
From MaRDI portal
The following pages link to A BSDE approach to a risk-based optimal investment of an insurer (Q627068):
Displaying 26 items.
- A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
- A class of non-zero-sum stochastic differential investment and reinsurance games (Q466272) (← links)
- Risk-based optimal investment and proportional reinsurance of an insurer with hidden regime switching (Q517215) (← links)
- Optimal investment in multidimensional Markov-modulated affine models (Q902185) (← links)
- A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information (Q1716549) (← links)
- Linear quadratic mean-field-game of backward stochastic differential systems (Q2001547) (← links)
- A class of stochastic Fredholm-algebraic equations and applications in finance (Q2033771) (← links)
- Maximum principle for general partial information nonzero sum stochastic differential games and applications (Q2150665) (← links)
- Two-player zero-sum stochastic differential games with regime switching (Q2174009) (← links)
- Optimal risk exposure and dividend payout policies under model uncertainty (Q2234748) (← links)
- Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework (Q2273981) (← links)
- Optimal investment-reinsurance policy with stochastic interest and inflation rates (Q2298524) (← links)
- Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model (Q2356875) (← links)
- A Stackelberg reinsurance-investment game under Heston's stochastic volatility model (Q2691386) (← links)
- Portfolio optimization under model uncertainty and BSDE games (Q2866379) (← links)
- A class of nonzero-sum investment and reinsurance games subject to systematic risks (Q4577200) (← links)
- Risk minimization for an insurer with investment and reinsurance via <i>g</i>-expectation (Q5077872) (← links)
- A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (Q5080488) (← links)
- Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences—Stochastic Factor Case (Q5108226) (← links)
- Risk-Based Asset Allocation Under Markov-Modulated Pure Jump Processes (Q5413858) (← links)
- Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds (Q5855355) (← links)
- Household consumption-investment-insurance decisions with uncertain income and market ambiguity (Q5861811) (← links)
- A hybrid reinsurance-investment game with delay and asymmetric information (Q6126033) (← links)
- Bond portfolio optimization with long-range dependent credits (Q6175328) (← links)
- Risk-based optimal portfolio of an insurance firm with regime switching and noisy memory (Q6556595) (← links)
- Stochastic differential games with controlled regime-switching (Q6563145) (← links)
