Pages that link to "Item:Q282282"

The following pages link to Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling (Q282282):

Displaying 46 items.

• Robust optimal investment and reinsurance problem for the product of the insurer's and the reinsurer's utilities (Q724542) (← links)
• Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin (Q784404) (← links)
• Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance (Q824780) (← links)
• Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers (Q1735037) (← links)
• Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q1743390) (← links)
• Robust non-zero-sum investment and reinsurance game with default risk (Q1757617) (← links)
• Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance (Q2004551) (← links)
• Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks (Q2010903) (← links)
• Optimal stop-loss reinsurance with joint utility constraints (Q2031378) (← links)
• Revisiting optimal investment strategies of value-maximizing insurance firms (Q2038230) (← links)
• Optimal investment and reinsurance to minimize the probability of drawdown with borrowing costs (Q2076360) (← links)
• Optimal investment and reinsurance of insurers with lognormal stochastic factor model (Q2119453) (← links)
• Maximizing the goal-reaching probability before drawdown with borrowing constraint (Q2130910) (← links)
• Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints (Q2171072) (← links)
• Optimal per-loss reinsurance and investment to minimize the probability of drawdown (Q2171077) (← links)
• Reinsurance-investment game between two mean-variance insurers under model uncertainty (Q2196065) (← links)
• Minimizing the probability of absolute ruin under ambiguity aversion (Q2234291) (← links)
• Stochastic differential reinsurance games with capital injections (Q2273971) (← links)
• Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework (Q2273981) (← links)
• Continuous-time optimal reinsurance strategy with nontrivial curved structures (Q2286107) (← links)
• Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility (Q2292185) (← links)
• Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models (Q2327617) (← links)
• Robust optimal investment and reinsurance of an insurer under jump-diffusion models (Q2327727) (← links)
• Constrained investment-reinsurance optimization with regime switching under variance premium principle (Q2374119) (← links)
• Dynamic risk-sharing game and reinsurance contract design (Q2415979) (← links)
• Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints (Q2656996) (← links)
• Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model (Q5042789) (← links)
• Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond (Q5079124) (← links)
• Optimal reinsurance–investment policies for insurers with mispricing under mean-variance criterion (Q5093743) (← links)
• Robust reinsurance contracts with risk constraint (Q5117680) (← links)
• Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle (Q5140640) (← links)
• STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE (Q5745199) (← links)
• Equilibrium reinsurance strategies for <i>n</i> insurers under a unified competition and cooperation framework (Q5861817) (← links)
• Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game (Q5865317) (← links)
• Multiple per-claim reinsurance based on maximizing the Lundberg exponent (Q6072263) (← links)
• Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework (Q6096581) (← links)
• Optimal reinsurance-investment problem for a general insurance company under a generalized dynamic contagion claim model (Q6099190) (← links)
• Optimal design for network mutual aid (Q6163069) (← links)
• Optimal strategies for an ambiguity-averse insurer under a jump-diffusion model and defaultable risk (Q6534590) (← links)
• Optimal reinsurance and investment problem with multiple risky assets and correlation risk for an insurer under the Ornstein-Uhlenbeck model (Q6541109) (← links)
• Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle (Q6547002) (← links)
• Robust equilibrium investment-reinsurance strategy for <i>n</i> competitive insurers with square-root factor process (Q6571758) (← links)
• Robust non-zero-sum stochastic differential game of two insurers with common shock and CDS transaction (Q6594800) (← links)
• Optimal investment and reinsurance strategies for an insurer with regime-switching (Q6655907) (← links)
• Mean-variance reinsurance and asset liability management with common shock via non-Markovian stochastic factors (Q6666642) (← links)
• Optimal reinsurance strategy with mean-variance premium principle and relative performance concern (Q6667345) (← links)