Pages that link to "Item:Q1622519"
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The following pages link to Time-consistent proportional reinsurance and investment strategies under ambiguous environment (Q1622519):
Displaying 7 items.
- Time-consistent investment-reinsurance strategy with a defaultable security under ambiguous environment (Q2076384) (← links)
- Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition (Q2076416) (← links)
- Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution (Q2098011) (← links)
- Robust equilibrium strategies in a defined benefit pension plan game (Q2172042) (← links)
- Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility (Q5140643) (← links)
- Time-consistent lifetime portfolio selection under smooth ambiguity (Q6099182) (← links)
- A Heston local-stochastic volatility model for optimal investment-reinsurance strategy with a defaultable bond in an ambiguous environment (Q6149349) (← links)
