Pages that link to "Item:Q659110"
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The following pages link to Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation (Q659110):
Displayed 6 items.
- Constant elasticity of variance model for proportional reinsurance and investment strategies (Q661201) (← links)
- On optimal investment in a reinsurance context with a point process market model (Q661254) (← links)
- Optimal time-consistent investment and reinsurance policies for mean-variance insurers (Q2276271) (← links)
- Optimal investment and proportional reinsurance in the Sparre Andersen model (Q2391925) (← links)
- Optimal decision on dynamic insurance price and investment portfolio of an insurer (Q2442539) (← links)
- Optimal investment and proportional reinsurance with constrained control variables (Q3098479) (← links)