Pages that link to "Item:Q898969"

The following pages link to Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables (Q898969):

Displaying 23 items.

• Sustainable management of fossil fuels: a dynamic stochastic optimization approach with jump-diffusion (Q323525) (← links)
• Robust optimal investment and reinsurance problem for the product of the insurer's and the reinsurer's utilities (Q724542) (← links)
• Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model (Q1639554) (← links)
• Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
• Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance (Q2004551) (← links)
• A non-zero-sum reinsurance-investment game with delay and asymmetric information (Q2031383) (← links)
• Optimal investment and reinsurance of insurers with lognormal stochastic factor model (Q2119453) (← links)
• Optimal investment-reinsurance strategy in the correlated insurance and financial markets (Q2165792) (← links)
• A hybrid stochastic differential reinsurance and investment game with bounded memory (Q2242320) (← links)
• Optimal investment and risk control problems with delay for an insurer in defaultable market (Q2244231) (← links)
• Continuous-time optimal reinsurance strategy with nontrivial curved structures (Q2286107) (← links)
• Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model (Q2296488) (← links)
• A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling (Q2332719) (← links)
• Portfolio selection and risk control for an insurer in the Lévy market under mean-variance criterion (Q2405932) (← links)
• Optimal investment strategies for an insurer and a reinsurer with a jump diffusion risk process under the CEV model (Q2406314) (← links)
• Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps (Q2423668) (← links)
• Non-zero-sum reinsurance and investment game with correlation between insurance market and financial market under CEV model (Q2691381) (← links)
• Robust optimal investment and reinsurance to minimize a goal-reaching probability with constrained control variables (Q2691507) (← links)
• Optimal reinsurance and investment problem with default risk and bounded memory (Q3386600) (← links)
• Performance evaluation of portfolios with fuzzy returns (Q5214313) (← links)
• A hybrid reinsurance-investment game with delay and asymmetric information (Q6126033) (← links)
• A Stackelberg reinsurance-investment game with derivatives trading (Q6161744) (← links)
• Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model (Q6170565) (← links)