Pages that link to "Item:Q661201"
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The following pages link to Constant elasticity of variance model for proportional reinsurance and investment strategies (Q661201):
Displaying 50 items.
- Optimal investment problem for an insurer and a reinsurer (Q256739) (← links)
- Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model (Q282274) (← links)
- A characterization of equilibrium strategies in continuous-time mean-variance problems for insurers (Q320304) (← links)
- Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk (Q495442) (← links)
- Optimal reinsurance and investment policies with the CEV stock market (Q517202) (← links)
- Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process (Q634007) (← links)
- Optimal reinsurance and investment with unobservable claim size and intensity (Q743155) (← links)
- Robust time-consistent portfolio selection for an investor under CEV model with inflation influence (Q779497) (← links)
- Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information (Q896745) (← links)
- Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility (Q1616790) (← links)
- Time-consistent proportional reinsurance and investment strategies under ambiguous environment (Q1622519) (← links)
- Optimal control of investment-reinsurance problem for an insurer with jump-diffusion risk process: independence of Brownian motions (Q1722323) (← links)
- Continuous-time mean-variance portfolio selection under the CEV process (Q1723934) (← links)
- Derivatives trading for insurers (Q1757608) (← links)
- Optimization problems of excess-of-loss reinsurance and investment under the CEV model (Q1952495) (← links)
- Optimal reinsurance and investment strategies for an insurer and a reinsurer under Hestons SV model: HARA utility and Legendre transform (Q1983760) (← links)
- Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model (Q2015617) (← links)
- Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model (Q2018495) (← links)
- Martingale method for optimal investment and proportional reinsurance (Q2036123) (← 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)
- The optimal reinsurance-investment problem considering the joint interests of an insurer and a reinsurer under HARA utility (Q2088149) (← links)
- A dynamic Heston local-stochastic volatility model and Legendre transform dual-asymptotic solution for optimal investment strategy problems with CARA utility (Q2112716) (← links)
- Optimal investment-reinsurance strategy in the correlated insurance and financial markets (Q2165792) (← links)
- Optimal reinsurance-investment problem with dependent risks based on Legendre transform (Q2190278) (← links)
- Optimal reinsurance and investment strategy for an insurer in a model with delay and jumps (Q2195957) (← links)
- Optimal reinsurance and investment strategy with delay in Heston's SV model (Q2240102) (← links)
- A hybrid stochastic differential reinsurance and investment game with bounded memory (Q2242320) (← links)
- Optimal reinsurance-investment problem for maximizing the product of the insurer's and the reinsurer's utilities under a CEV model (Q2252739) (← links)
- Optimal excess-of-loss reinsurance and investment polices under the CEV model (Q2259036) (← links)
- Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion (Q2273986) (← links)
- Optimal time-consistent investment and reinsurance policies for mean-variance insurers (Q2276271) (← links)
- Asset liability management for an ordinary insurance system with proportional reinsurance in a CIR stochastic interest rate and Heston stochastic volatility framework (Q2338463) (← links)
- Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process (Q2347064) (← links)
- Optimal reinsurance and investment problem for an insurer with counterparty risk (Q2347114) (← links)
- Optimal investment strategies for an insurer and a reinsurer with a jump diffusion risk process under the CEV model (Q2406314) (← links)
- Optimal proportional reinsurance and investment for stochastic factor models (Q2421393) (← links)
- Portfolio selection problem with multiple risky assets under the constant elasticity of variance model (Q2427824) (← links)
- Optimal investment for the defined-contribution pension with stochastic salary under a CEV model (Q2437134) (← links)
- Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion (Q2445993) (← links)
- Optimal investment strategies for the HARA utility under the constant elasticity of variance model (Q2447422) (← links)
- Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model (Q2447423) (← links)
- Mean-variance asset-liability management under constant elasticity of variance process (Q2520428) (← links)
- The optimal investment-reinsurance strategies for ambiguity aversion insurer in uncertain environment (Q2691400) (← links)
- Optimal investment strategy for an insurer with partial information in capital and insurance markets (Q2691446) (← links)
- Stochastic differential game formulation on the reinsurance and investment problem (Q2797662) (← 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 investment strategy with constant absolute risk aversion utility under an extended CEV model (Q5055305) (← links)
- Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond (Q5079124) (← links)
