Pages that link to "Item:Q627068"

The following pages link to A BSDE approach to a risk-based optimal investment of an insurer (Q627068):

Displaying 18 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)
• Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences—Stochastic Factor Case (Q5108226) (← links)
• A hybrid reinsurance-investment game with delay and asymmetric information (Q6126033) (← links)
• Bond portfolio optimization with long-range dependent credits (Q6175328) (← links)