Pages that link to "Item:Q2347114"

The following pages link to Optimal reinsurance and investment problem for an insurer with counterparty risk (Q2347114):

Displaying 20 items.

• Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk (Q333902) (← links)
• Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk (Q495442) (← links)
• Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (Q506063) (← links)
• Non-zero-sum stochastic differential reinsurance and investment games with default risk (Q1681455) (← links)
• Derivatives trading for insurers (Q1757608) (← links)
• Robust non-zero-sum investment and reinsurance game with default risk (Q1757617) (← links)
• A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market (Q2074836) (← links)
• Time-consistent investment-reinsurance strategy with a defaultable security under ambiguous environment (Q2076384) (← links)
• Optimal investment and risk control problems with delay for an insurer in defaultable market (Q2244231) (← links)
• Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion (Q2273986) (← links)
• Robust optimal excess-of-loss reinsurance and investment problem with delay and dependent risks (Q2296543) (← links)
• Optimal proportional reinsurance and investment for stochastic factor models (Q2421393) (← links)
• Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps (Q2423668) (← links)
• Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market (Q2633700) (← links)
• Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk (Q2656079) (← links)
• Robust optimal excess-of-loss reinsurance and investment problem with more general dependent claim risks and defaultable risk (Q2684941) (← links)
• Optimal reinsurance and investment problem with default risk and bounded memory (Q3386600) (← links)
• A Heston local-stochastic volatility model for optimal investment-reinsurance strategy with a defaultable bond in an ambiguous environment (Q6149349) (← links)
• Bond portfolio optimization with long-range dependent credits (Q6175328) (← links)
• The investment and reinsurance game of insurers and reinsurers with default risk under CEV model (Q6181238) (← links)