Pages that link to "Item:Q343979"

The following pages link to Optimal investment and risk control for an insurer under inside information (Q343979):

Displaying 11 items.

• Optimal investment and risk control for an insurer with stochastic factor (Q1728224) (← links)
• Differential equations connecting VaR and CVaR (Q2012604) (← links)
• Revisiting optimal investment strategies of value-maximizing insurance firms (Q2038230) (← links)
• Portfolio selection and risk control for an insurer with uncertain time horizon and partial information in an anticipating environment (Q2152234) (← links)
• A reinsurance and investment game between two insurance companies with the different opinions about some extra information (Q2364007) (← links)
• Optimal credit investment and risk control for an insurer with regime-switching (Q2633456) (← links)
• Mean-variance investment and risk control strategies -- a time-consistent approach via a forward auxiliary process (Q2657018) (← links)
• Optimal investment and risk control for an insurer with partial information in an anticipating environment (Q4562057) (← links)
• Non-zero-sum reinsurance and investment game between two mean-variance insurers under the CEV model (Q5015999) (← links)
• Expected utility maximization for an insurer with investment and risk control under inside information (Q5079840) (← links)
• Good deal indices in asset pricing: actuarial and financial implications (Q6066598) (← links)