Pages that link to "Item:Q1008787"

The following pages link to On maximizing the expected terminal utility by investment and reinsurance (Q1008787):

Displaying 24 items.

• A characterization of equilibrium strategies in continuous-time mean-variance problems for insurers (Q320304) (← links)
• Optimal reinsurance and investment strategies for insurers with mispricing and model ambiguity (Q506097) (← links)
• Robust optimal investment and reinsurance problem for the product of the insurer's and the reinsurer's utilities (Q724542) (← 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 excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model (Q2015617) (← links)
• A non-zero-sum reinsurance-investment game with delay and asymmetric information (Q2031383) (← links)
• Optimal asset allocation for CRRA and CARA insurers under the vasicek interest rate model (Q2073576) (← links)
• Optimal reinsurance and investment strategy with delay in Heston's SV model (Q2240102) (← links)
• Optimal investment and risk control problems with delay for an insurer in defaultable market (Q2244231) (← links)
• Optimal reinsurance-investment problem for maximizing the product of the insurer's and the reinsurer's utilities under a CEV model (Q2252739) (← links)
• Optimal time-consistent investment and reinsurance policies for mean-variance insurers (Q2276271) (← links)
• Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston's SV model (Q2347109) (← links)
• Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models (Q2360965) (← links)
• Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model (Q2444720) (← links)
• Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion (Q2445993) (← links)
• Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model (Q2447423) (← links)
• Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach (Q2513435) (← links)
• Optimal reinsurance and investment strategy with two piece utility function (Q2628182) (← links)
• Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model (Q5042789) (← links)
• OPTIMAL PROPORTIONAL REINSURANCE AND INVESTMENT PROBLEM WITH CONSTRAINTS ON RISK CONTROL IN A GENERAL JUMP-DIFFUSION FINANCIAL MARKET (Q5369449) (← links)
• Optimal investment and reinsurance policies in insurance markets under the effect of inside information (Q5414518) (← links)
• A Stackelberg reinsurance–investment game with asymmetric information and delay (Q5860820) (← links)
• Robust optimal per-loss reinsurance strategy for an ambiguity-averse insurer (Q6559910) (← links)