Pages that link to "Item:Q835068"

The following pages link to Optimal reinsurance/investment problems for general insurance models (Q835068):

Displaying 30 items.

• Robust non-zero-sum stochastic differential reinsurance game (Q320290) (← links)
• Optimal investment and risk control for an insurer under inside information (Q343979) (← links)
• A class of non-zero-sum stochastic differential investment and reinsurance games (Q466272) (← links)
• Optimal reinsurance and investment with unobservable claim size and intensity (Q743155) (← links)
• Alpha-robust mean-variance reinsurance-investment strategy (Q1656367) (← links)
• Optimal dividend and investment problems under Sparre Andersen model (Q1704145) (← links)
• Non-zero-sum reinsurance games subject to ambiguous correlations (Q1755812) (← links)
• Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers (Q2015659) (← links)
• Optimal reinsurance and investment under common shock dependence between financial and actuarial markets (Q2155853) (← links)
• A BSDE-based approach for the optimal reinsurance problem under partial information (Q2212153) (← links)
• Minimizing the probability of absolute ruin under ambiguity aversion (Q2234291) (← links)
• Robust investment-reinsurance optimization with multiscale stochastic volatility (Q2347077) (← links)
• Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models (Q2360965) (← links)
• A reinsurance and investment game between two insurance companies with the different opinions about some extra information (Q2364007) (← 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)
• Worst-case-optimal dynamic reinsurance for large claims (Q2391938) (← 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)
• Stochastic control problems for systems driven by normal martingales (Q2426608) (← links)
• Optimal proportional reinsurance and investment under partial information (Q2513598) (← links)
• Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff (Q2514608) (← links)
• Robust optimal investment and reinsurance for an insurer with inside information (Q2656984) (← links)
• Optimal investment and risk control for an insurer with partial information in an anticipating environment (Q4562057) (← links)
• A class of nonzero-sum investment and reinsurance games subject to systematic risks (Q4577200) (← links)
• Equilibrium excess-of-loss reinsurance and investment strategies for an insurer and a reinsurer (Q5039793) (← links)
• Expected utility maximization for an insurer with investment and risk control under inside information (Q5079840) (← links)
• Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility (Q5097222) (← links)
• Optimal proportional and excess-of-loss reinsurance for multiple classes of insurance business (Q6089414) (← links)
• Optimal investment and reinsurance strategies for an insurer with regime-switching (Q6655907) (← links)