Pages that link to "Item:Q1735037"
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The following pages link to Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers (Q1735037):
Displaying 12 items.
- Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints (Q2171072) (← links)
- Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio (Q2186907) (← links)
- Uniqueness of equilibrium strategies in dynamic mean-variance problems with random coefficients (Q2190010) (← links)
- Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility (Q2292185) (← links)
- Mean-variance investment and risk control strategies -- a time-consistent approach via a forward auxiliary process (Q2657018) (← links)
- Optimal investment-reinsurance strategy with derivatives trading under the joint interests of an insurer and a reinsurer (Q2699113) (← links)
- Mean-variance portfolio selection with non-negative state-dependent risk aversion (Q5014196) (← links)
- Optimal mean-variance reinsurance and investment strategy with constraints in a non-Markovian regime-switching model (Q5880052) (← links)
- Optimal expansion of business opportunity (Q6112782) (← links)
- A class of non-zero-sum stochastic differential games between two mean–variance insurers under stochastic volatility (Q6163064) (← links)
- Optimal reinsurance strategy for an insurer and a reinsurer with generalized variance premium principle (Q6534727) (← links)
- Optimal reinsurance-investment problem for two competitive or cooperative insurers under two investment patterns (Q6541127) (← links)
