Pages that link to "Item:Q2445986"
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The following pages link to An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments (Q2445986):
Displaying 8 items.
- Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks (Q743147) (← links)
- Time-consistent proportional reinsurance and investment strategies under ambiguous environment (Q1622519) (← links)
- Optimal control of investment-reinsurance problem for an insurer with jump-diffusion risk process: independence of Brownian motions (Q1722323) (← links)
- Revisiting optimal investment strategies of value-maximizing insurance firms (Q2038230) (← links)
- Optimal investment and reinsurance of insurers with lognormal stochastic factor model (Q2119453) (← links)
- Optimal investment and reinsurance for an insurer under Markov-modulated financial market (Q2397849) (← links)
- Expected exponential utility maximization of insurers with a Linear Gaussian stochastic factor model (Q4583608) (← links)
- An Optimal Consumption Problem for General Factor Models (Q4586150) (← links)