Pages that link to "Item:Q1641145"
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The following pages link to Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing (Q1641145):
Displaying 29 items.
- Time-consistent proportional reinsurance and investment strategies under ambiguous environment (Q1622519) (← links)
- Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers (Q1735037) (← links)
- Robust optimal reinsurance and investment strategies for an AAI with multiple risks (Q2010895) (← links)
- Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks (Q2010903) (← links)
- Revisiting optimal investment strategies of value-maximizing insurance firms (Q2038230) (← links)
- Time-consistent investment-reinsurance strategy with a defaultable security under ambiguous environment (Q2076384) (← links)
- Optimal investment-reinsurance strategy in the correlated insurance and financial markets (Q2165792) (← links)
- Reinsurance-investment game between two mean-variance insurers under model uncertainty (Q2196065) (← links)
- Optimal dividend and risk control policies in the presence of a fixed transaction cost (Q2223849) (← links)
- Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion (Q2273986) (← links)
- Optimal dividend-distribution strategy under ambiguity aversion (Q2661496) (← links)
- Reinsurance of multiple risks with generic dependence structures (Q2665875) (← links)
- Optimal portfolios for the DC pension fund with mispricing under the HARA utility framework (Q2691231) (← links)
- Optimal investment-reinsurance strategy with derivatives trading under the joint interests of an insurer and a reinsurer (Q2699113) (← links)
- Robust optimal investment and reinsurance problems with learning (Q4990504) (← links)
- Optimal investment strategy for a DC pension plan with mispricing under the Heston model (Q5077250) (← links)
- Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond (Q5079124) (← links)
- Robust optimal insurance and investment strategies for the government and the insurance company under mispricing phenomenon (Q5079461) (← links)
- Optimal reinsurance–investment policies for insurers with mispricing under mean-variance criterion (Q5093743) (← links)
- Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model (Q5117677) (← links)
- Robust reinsurance contracts with risk constraint (Q5117680) (← links)
- Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility (Q5140643) (← links)
- Household consumption-investment-insurance decisions with uncertain income and market ambiguity (Q5861811) (← links)
- Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance (Q6133186) (← links)
- Robust optimal asset-liability management with mispricing and stochastic factor market dynamics (Q6152696) (← links)
- Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model (Q6170565) (← links)
- Optimal portfolio strategy of wealth process: a Lévy process model-based method (Q6544826) (← links)
- Robust reinsurance and investment strategies under principal-agent framework (Q6549619) (← links)
- A two-layer stochastic game approach to reinsurance contracting and competition (Q6665602) (← links)
