Pages that link to "Item:Q1006562"

The following pages link to Dynamic mean-variance problem with constrained risk control for the insurers (Q1006562):

Displaying 50 items.

• Optimal investment problem for an insurer and a reinsurer (Q256739) (← links)
• Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling (Q282282) (← links)
• A characterization of equilibrium strategies in continuous-time mean-variance problems for insurers (Q320304) (← links)
• Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk (Q495442) (← links)
• Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information (Q519261) (← links)
• A Hamilton-Jacobi-Bellman approach to optimal trade execution (Q617638) (← links)
• Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer (Q646755) (← links)
• Optimal investment-reinsurance policy for an insurance company with VaR constraint (Q661229) (← links)
• Continuous-time mean-variance portfolio selection with no-shorting constraints and regime-switching (Q781061) (← links)
• Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation (Q846513) (← links)
• Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information (Q896745) (← links)
• Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables (Q898969) (← links)
• Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility (Q1616790) (← links)
• Alpha-robust mean-variance reinsurance-investment strategy (Q1656367) (← links)
• Optimal investment and reinsurance for insurers with uncertain time-horizon (Q1718017) (← links)
• Precommitted investment strategy versus time-consistent investment strategy for a general risk model with diffusion (Q1723926) (← links)
• Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets (Q1735027) (← links)
• Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers (Q1735037) (← links)
• Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
• Derivatives trading for insurers (Q1757608) (← links)
• Optimal mean-variance problem with constrained controls in a jump-diffusion financial market for an insurer (Q1955571) (← links)
• Optimal mean-variance reinsurance in a financial market with stochastic rate of return (Q1983739) (← links)
• Optimal reinsurance and investment strategies for an insurer and a reinsurer under Hestons SV model: HARA utility and Legendre transform (Q1983760) (← links)
• Robust optimal reinsurance and investment strategies for an AAI with multiple risks (Q2010895) (← links)
• Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model (Q2015657) (← links)
• Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers (Q2015659) (← links)
• Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model (Q2018495) (← links)
• The optimal reinsurance-investment problem considering the joint interests of an insurer and a reinsurer under HARA utility (Q2088149) (← links)
• Optimal mean-variance investment-reinsurance strategy for a dependent risk model with Ornstein-Uhlenbeck process (Q2152261) (← links)
• Asymptotic behavior of an optimal investment-reinsurance problem with general utility functions (Q2152960) (← links)
• Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints (Q2171072) (← links)
• Equilibrium and precommitment mean-variance portfolio selection problem with partially observed price index and multiple assets (Q2176383) (← links)
• Optimal reinsurance-investment problem with dependent risks based on Legendre transform (Q2190278) (← links)
• Optimal reinsurance and investment strategy for an insurer in a model with delay and jumps (Q2195957) (← links)
• Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion (Q2273986) (← links)
• Optimal mean-variance investment/reinsurance with common shock in a regime-switching market (Q2274152) (← links)
• Optimal time-consistent investment and reinsurance policies for mean-variance insurers (Q2276271) (← links)
• Robust optimal excess-of-loss reinsurance and investment problem with delay and dependent risks (Q2296543) (← links)
• Optimal investment-reinsurance policy with stochastic interest and inflation rates (Q2298524) (← links)
• Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks (Q2306384) (← links)
• A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling (Q2332719) (← links)
• Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process (Q2347064) (← links)
• Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns (Q2347101) (← links)
• Markowitz's mean-variance optimization with investment and constrained reinsurance (Q2358493) (← links)
• Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models (Q2360965) (← links)
• Optimal mean-variance efficiency of a family with life insurance under inflation risk (Q2374108) (← links)
• Constrained investment-reinsurance optimization with regime switching under variance premium principle (Q2374119) (← links)
• A pair of optimal reinsurance-investment strategies in the two-sided exit framework (Q2374121) (← links)
• Worst-case investment and reinsurance optimization for an insurer under model uncertainty (Q2398561) (← links)
• Portfolio selection and risk control for an insurer in the Lévy market under mean-variance criterion (Q2405932) (← links)