Pages that link to "Item:Q784390"
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The following pages link to Robust optimal reinsurance-investment strategy with price jumps and correlated claims (Q784390):
Displaying 11 items.
- Robust time-consistent portfolio selection for an investor under CEV model with inflation influence (Q779497) (← links)
- Optimal reinsurance-investment problem under mean-variance criterion with \(n\) risky assets (Q782116) (← links)
- Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution (Q2098011) (← links)
- Robust equilibrium strategies in a defined benefit pension plan game (Q2172042) (← links)
- Robust optimal investment and reinsurance for an insurer with inside information (Q2656984) (← links)
- Stochastic streamflow and dissolved silica dynamics with application to the worst-case long-run evaluation of water environment (Q6050362) (← links)
- Optimal reinsurance-investment problem for a general insurance company under a generalized dynamic contagion claim model (Q6099190) (← links)
- Robust optimal proportional reinsurance and investment strategy for an insurer and a reinsurer with delay and jumps (Q6102883) (← links)
- Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks (Q6152708) (← links)
- Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model (Q6170565) (← links)
- Robust equilibrium reinsurance and investment strategy for the insurer and reinsurer under weighted mean-variance criterion (Q6193399) (← links)