Pages that link to "Item:Q2015633"
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The following pages link to Stochastic Pareto-optimal reinsurance policies (Q2015633):
Displaying 12 items.
- Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model (Q2018495) (← links)
- Stochastic differential reinsurance games in diffusion approximation models (Q2223787) (← links)
- Optimality of excess-loss reinsurance under a mean-variance criterion (Q2364009) (← links)
- Dynamic risk-sharing game and reinsurance contract design (Q2415979) (← links)
- Reinsurance contract design when the insurer is ambiguity-averse (Q2415981) (← links)
- Time-consistent investment and reinsurance under relative performance concerns (Q4563482) (← links)
- Equilibrium excess-of-loss reinsurance and investment strategies for an insurer and a reinsurer (Q5039793) (← links)
- Optimal Dividend Strategies with Reinsurance under Contagious Systemic Risk (Q5080491) (← links)
- Robust reinsurance contracts with risk constraint (Q5117680) (← links)
- STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE (Q5745199) (← links)
- The optimal deductible and coverage in insurance contracts and equilibrium risk sharing policies (Q6101861) (← links)
- Optimal reinsurance contract in a Stackelberg game framework: a view of social planner (Q6121115) (← links)
