Pages that link to "Item:Q724542"

The following pages link to Robust optimal investment and reinsurance problem for the product of the insurer's and the reinsurer's utilities (Q724542):

Displayed 25 items.

• Optimal reinsurance-investment problem under mean-variance criterion with \(n\) risky assets (Q782116) ‎ (← links)
• Optimal reinsurance and investment strategies for an insurer and a reinsurer under Hestons SV model: HARA utility and Legendre transform (Q1983760) ‎ (← links)
• Optimal portfolio selection for a defined-contribution plan under two administrative fees and return of premium clauses (Q2043194) ‎ (← links)
• Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty (Q2076903) ‎ (← links)
• The optimal reinsurance-investment problem considering the joint interests of an insurer and a reinsurer under HARA utility (Q2088149) ‎ (← links)
• Robust optimal investment problem with delay under Heston's model (Q2152268) ‎ (← links)
• Optimal excess-of-loss reinsurance and investment problem with thinning dependent risks under Heston model (Q2196052) ‎ (← links)
• Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks (Q2306384) ‎ (← links)
• A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling (Q2332719) ‎ (← links)
• Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk (Q2656079) ‎ (← links)
• Robust optimal excess-of-loss reinsurance and investment problem with more general dependent claim risks and defaultable risk (Q2684941) ‎ (← links)
• Optimal investment-reinsurance strategy with derivatives trading under the joint interests of an insurer and a reinsurer (Q2699113) ‎ (← links)
• Optimal reinsurance and investment problem with default risk and bounded memory (Q3386600) ‎ (← links)
• Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond (Q5079124) ‎ (← links)
• Robust optimal insurance and investment strategies for the government and the insurance company under mispricing phenomenon (Q5079461) ‎ (← links)
• Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process (Q5079961) ‎ (← links)
• Optimal investment and risk control policies for an insurer in an incomplete market (Q5239078) ‎ (← links)
• A Stackelberg reinsurance–investment game with asymmetric information and delay (Q5860820) ‎ (← links)
• Equilibrium reinsurance strategies for <i>n</i> insurers under a unified competition and cooperation framework (Q5861817) ‎ (← links)
• Optimal investment and reinsurance problem toward joint interests of the insurer and the reinsurer under default risk (Q5867741) ‎ (← links)
• Robust optimal proportional reinsurance and investment problem for an insurer with delay and dependent risks (Q6060868) ‎ (← links)
• The optimal deductible and coverage in insurance contracts and equilibrium risk sharing policies (Q6101861) ‎ (← links)
• Robust optimal proportional reinsurance and investment strategy for an insurer and a reinsurer with delay and jumps (Q6102883) ‎ (← links)
• Optimal investment in a general stochastic factor framework under model uncertainty (Q6154310) ‎ (← links)
• Robust equilibrium reinsurance and investment strategy for the insurer and reinsurer under weighted mean-variance criterion (Q6193399) ‎ (← links)