Pages that link to "Item:Q2514608"
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The following pages link to Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff (Q2514608):
Displayed 6 items.
- Optimal investment and risk control for an insurer under inside information (Q343979) (← links)
- Derivatives trading for insurers (Q1757608) (← links)
- Optimal consumption and portfolio decision with convertible bond in affine interest rate and Heston's SV framework (Q1793216) (← links)
- Exponential utility maximization for an insurer with time-inconsistent preferences (Q2520436) (← links)
- Asymptotic solution of optimal reinsurance and investment problem with correlation risk for an insurer under the CEV model (Q6105532) (← links)
- (Q6188644) (← links)