Pages that link to "Item:Q1656367"

The following pages link to Alpha-robust mean-variance reinsurance-investment strategy (Q1656367):

Displaying 19 items.

• Robust optimal reinsurance-investment strategy with price jumps and correlated claims (Q784390) (← links)
• Optimal reinsurance-investment strategy for a dynamic contagion claim model (Q784437) (← links)
• Robust reinsurance contracts with uncertainty about jump risk (Q1754197) (← links)
• Derivatives trading for insurers (Q1757608) (← links)
• Revisiting optimal investment strategies of value-maximizing insurance firms (Q2038230) (← links)
• Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution (Q2098011) (← links)
• The optimal portfolio of \(\alpha\)-maxmin mean-VaR problem for investors (Q2160045) (← links)
• Stackelberg differential game for insurance under model ambiguity (Q2172035) (← links)
• Reinsurance-investment game between two mean-variance insurers under model uncertainty (Q2196065) (← links)
• A continuous-time theory of reinsurance chains (Q2212167) (← links)
• A dynamic pricing game for general insurance market (Q2226275) (← links)
• Mean-CVaR portfolio selection model with ambiguity in distribution and attitude (Q2244258) (← links)
• Portfolio selection with parameter uncertainty under \(\alpha\) maxmin mean-variance criterion (Q2661552) (← links)
• Optimal reinsurance under the \(\alpha\)-maxmin mean-variance criterion (Q2665856) (← links)
• Optimal reinsurance problems with extrapolative claim expectation (Q4563345) (← links)
• Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization (Q5227410) (← links)
• Optimal proportional reinsurance with a loss-dependent premium principle (Q5242228) (← links)
• Household consumption-investment-insurance decisions with uncertain income and market ambiguity (Q5861811) (← links)
• Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion (Q6054361) (← links)