Pages that link to "Item:Q5140643"
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The following pages link to Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility (Q5140643):
Displayed 7 items.
- Time-consistent longevity hedging with long-range dependence (Q2038218) (← links)
- Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution (Q2098011) (← links)
- Reinsurance-investment game between two mean-variance insurers under model uncertainty (Q2196065) (← links)
- Robust reinsurance contract with learning and ambiguity aversion (Q5042791) (← links)
- Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate (Q5881714) (← links)
- Robust optimal proportional reinsurance and investment strategy for an insurer and a reinsurer with delay and jumps (Q6102883) (← links)
- A Heston local-stochastic volatility model for optimal investment-reinsurance strategy with a defaultable bond in an ambiguous environment (Q6149349) (← links)