Pages that link to "Item:Q743155"
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The following pages link to Optimal reinsurance and investment with unobservable claim size and intensity (Q743155):
Displayed 28 items.
- Optimal investment problem for an insurer and a reinsurer (Q256739) (← links)
- Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling (Q282282) (← links)
- Dividend maximization in a hidden Markov switching model (Q293597) (← links)
- Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q328530) (← 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 in a diffusion model (Q777940) (← links)
- Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information (Q896745) (← links)
- Alpha-robust mean-variance reinsurance-investment strategy (Q1656367) (← links)
- Optimal investment and premium control in a nonlinear diffusion model (Q1690570) (← links)
- Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q1743390) (← links)
- Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
- Derivatives trading for insurers (Q1757608) (← links)
- Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model (Q2018495) (← links)
- A BSDE-based approach for the optimal reinsurance problem under partial information (Q2212153) (← links)
- Optimal mean-variance investment/reinsurance with common shock in a regime-switching market (Q2274152) (← 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)
- Optimality of excess-loss reinsurance under a mean-variance criterion (Q2364009) (← links)
- A pair of optimal reinsurance-investment strategies in the two-sided exit framework (Q2374121) (← 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)
- Optimal reinsurance to minimize the discounted probability of ruin under ambiguity (Q2421407) (← links)
- Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff (Q2514608) (← links)
- Solution of Hamilton-Jacobi-Bellman equation in optimal reinsurance strategy under dynamic VaR constraint (Q2631901) (← links)
- Expected exponential utility maximization of insurers with a Linear Gaussian stochastic factor model (Q4583608) (← links)
- Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle (Q5140640) (← links)
- OPTIMAL MEAN–VARIANCE REINSURANCE WITH COMMON SHOCK DEPENDENCE (Q5369466) (← links)
- Optimal layer reinsurance on the maximization of the adjustment coefficient (Q5962803) (← links)
