Pages that link to "Item:Q1728224"
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The following pages link to Optimal investment and risk control for an insurer with stochastic factor (Q1728224):
Displayed 9 items.
- Optimal investment and reinsurance of insurers with lognormal stochastic factor model (Q2119453) (← links)
- Portfolio selection and risk control for an insurer with uncertain time horizon and partial information in an anticipating environment (Q2152234) (← links)
- Optimal credit investment and risk control for an insurer with regime-switching (Q2633456) (← links)
- Mean-variance investment and risk control strategies -- a time-consistent approach via a forward auxiliary process (Q2657018) (← links)
- Optimal investment and risk control strategies for an insurer subject to a stochastic economic factor in a Lévy market (Q2684949) (← links)
- Optimal investment and risk control for an insurer with partial information in an anticipating environment (Q4562057) (← links)
- Expected utility maximization for an insurer with investment and risk control under inside information (Q5079840) (← links)
- Optimal investment and reinsurance strategies for an insurer with stochastic economic factor (Q5886710) (← links)
- Using a Duffing control approach to control the single risk factor in complex social-technical systems (Q6199742) (← links)