Pages that link to "Item:Q743147"

The following pages link to Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks (Q743147):

Displaying 23 items.

• Optimal investment and risk control for an insurer under inside information (Q343979) (← links)
• Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk (Q495442) (← links)
• Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information (Q896745) (← links)
• Time-consistent proportional reinsurance and investment strategies under ambiguous environment (Q1622519) (← links)
• A dependent insurance risk model with surrender and investment under the thinning process (Q1664709) (← links)
• Optimal dynamic asset-liability management with stochastic interest rates and inflation risks (Q1681707) (← links)
• Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee (Q1697221) (← links)
• Optimal reinsurance-investment strategy under risks of interest rate, exchange rate and inflation (Q1739353) (← links)
• Robust optimal reinsurance and investment strategies for an AAI with multiple risks (Q2010895) (← links)
• Optimal asset allocation for CRRA and CARA insurers under the vasicek interest rate model (Q2073576) (← links)
• Optimal investment and reinsurance of insurers with lognormal stochastic factor model (Q2119453) (← links)
• Reinsurance-investment game between two mean-variance insurers under model uncertainty (Q2196065) (← links)
• Robust optimal excess-of-loss reinsurance and investment problem with delay and dependent risks (Q2296543) (← links)
• Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks (Q2306384) (← links)
• Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns (Q2347101) (← links)
• Constrained investment-reinsurance optimization with regime switching under variance premium principle (Q2374119) (← links)
• Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks (Q2407990) (← links)
• Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework (Q2513440) (← links)
• Optimal investment and risk control policies for an insurer: expected utility maximization (Q2513618) (← links)
• Stochastic differential game formulation on the reinsurance and investment problem (Q2797662) (← links)
• Optimal investment and reinsurance strategies for an insurer with stochastic economic factor (Q5886710) (← links)
• Good deal indices in asset pricing: actuarial and financial implications (Q6066598) (← links)
• Optimal expansion of business opportunity (Q6112782) (← links)