Pages that link to "Item:Q784437"

The following pages link to Optimal reinsurance-investment strategy for a dynamic contagion claim model (Q784437):

Displaying 10 items.

• Optimal reinsurance and investment under common shock dependence between financial and actuarial markets (Q2155853) (← links)
• Mean-variance investment and risk control strategies -- a time-consistent approach via a forward auxiliary process (Q2657018) (← links)
• Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market (Q2665873) (← links)
• A continuous-time model of self-protection (Q2697501) (← links)
• Mean-Variance Portfolio Selection in Contagious Markets (Q5071496) (← links)
• Optimal investment and reinsurance strategies for an insurer with stochastic economic factor (Q5886710) (← links)
• Optimal reinsurance-investment problem for a general insurance company under a generalized dynamic contagion claim model (Q6099190) (← links)
• Optimal reinsurance via BSDEs in a partially observable model with jump clusters (Q6130335) (← links)
• Pareto-optimal reinsurance with default risk and solvency regulation (Q6163065) (← links)
• On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading (Q6173893) (← links)