Pages that link to "Item:Q661239"
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The following pages link to Optimal premium policy of an insurance firm: full and partial information (Q661239):
Displaying 16 items.
- Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance (Q1624194) (← links)
- An indefinite stochastic linear quadratic optimal control problem with delay and related forward-backward stochastic differential equations (Q1626521) (← links)
- An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation (Q1678616) (← links)
- On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information (Q1697738) (← links)
- Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application (Q1711108) (← links)
- Constrained stochastic LQ optimal control problem with random coefficients on infinite time horizon (Q2020318) (← links)
- A maximum principle for mean-field stochastic control system with noisy observation (Q2071981) (← links)
- Time inconsistent asset-liability management with partial information (Q2189144) (← links)
- Asymptotic normality of nonparametric estimate for zero-utility premiums (Q2274188) (← links)
- A necessary condition for mean-field type stochastic differential equations with correlated state and observation noises (Q2358293) (← links)
- Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance (Q2423079) (← links)
- An optimal control problem for linear SDE of mean-field type with terminal constraint and partial information (Q2632921) (← links)
- Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information (Q2674938) (← links)
- Optimal entry decision of unemployment insurance under partial information (Q2700073) (← links)
- Linear-quadratic-Gaussian mean-field controls of social optima (Q6157099) (← links)
- Stochastic filtering under model ambiguity (Q6180475) (← links)
