Pages that link to "Item:Q4563472"
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The following pages link to Optimal reinsurance and investment problem in a defaultable market (Q4563472):
Displayed 3 items.
- Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market (Q2633700) (← links)
- Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process (Q5079961) (← links)
- A Heston local-stochastic volatility model for optimal investment-reinsurance strategy with a defaultable bond in an ambiguous environment (Q6149349) (← links)