Pages that link to "Item:Q2643672"

The following pages link to Portfolio optimization with a defaultable security (Q2643672):

Displaying 42 items.

• Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk (Q333902) (← links)
• Optimal investment and consumption with default risk: HARA utility (Q370878) (← links)
• Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (Q506063) (← links)
• Dynamic credit investment in partially observed markets (Q889624) (← links)
• Non-zero-sum stochastic differential reinsurance and investment games with default risk (Q1681455) (← links)
• Robust non-zero-sum investment and reinsurance game with default risk (Q1757617) (← links)
• Optimal portfolio and consumption selection with default risk (Q1946970) (← links)
• Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate (Q2044819) (← 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)
• Portfolio optimization of credit swap under funding costs (Q2296104) (← links)
• Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks (Q2306384) (← links)
• Optimal reinsurance and investment problem for an insurer with counterparty risk (Q2347114) (← links)
• Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps (Q2423668) (← links)
• Portfolio optimization in a defaultable Lévy-driven market model (Q2516636) (← 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 INVESTMENT IN CREDIT DERIVATIVES PORTFOLIO UNDER CONTAGION RISK (Q2831003) (← links)
• A stochastic maximum principle for backward control systems with random default time (Q2871780) (← links)
• INFORMATION AND OPTIMAL INVESTMENT IN DEFAULTABLE ASSETS (Q2939921) (← links)
• Robust Optimization of Credit Portfolios (Q2976139) (← links)
• An optimal portfolio problem in a defaultable market (Q3059692) (← links)
• Optimal reinsurance and investment problem with default risk and bounded memory (Q3386600) (← links)
• Optimal reinsurance and investment problem in a defaultable market (Q4563472) (← links)
• Portfolio Choice with Market--Credit-Risk Dependencies (Q4582831) (← links)
• Time-consistent mean–variance proportional reinsurance and investment problem in a defaultable market (Q4643689) (← links)
• A stochastic maximum principle for backward control systems with random default time (Q5022829) (← links)
• Mean-variance problem for an insurer with default risk under a jump-diffusion risk model (Q5076896) (← links)
• Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond (Q5079124) (← links)
• DYNAMIC PORTFOLIO OPTIMIZATION WITH A DEFAULTABLE SECURITY AND REGIME‐SWITCHING (Q5416702) (← links)
• PRICING AND SEMIMARTINGALE REPRESENTATIONS OF VULNERABLE CONTINGENT CLAIMS IN REGIME‐SWITCHING MARKETS (Q5416703) (← links)
• Optimal Investment Under Information Driven Contagious Distress (Q5737638) (← links)
• OPTIMAL PORTFOLIO CHOICE WITH CRASH AND DEFAULT RISK (Q5866980) (← links)
• Optimal investment and reinsurance problem toward joint interests of the insurer and the reinsurer under default risk (Q5867741) (← links)
• Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security (Q5964415) (← links)
• A Heston local-stochastic volatility model for optimal investment-reinsurance strategy with a defaultable bond in an ambiguous environment (Q6149349) (← links)
• Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks (Q6152708) (← links)
• The investment and reinsurance game of insurers and reinsurers with default risk under CEV model (Q6181238) (← links)
• Optimal investment and consumption strategies for an investor with stochastic economic factor in a defaultable market (Q6181245) (← links)