Pages that link to "Item:Q1740034"

The following pages link to Optimal investment-consumption strategy with liability and regime switching model under value-at-risk constraint (Q1740034):

Displaying 2 items.

• Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints (Q2656996) (← links)
• OPTIMAL PORTFOLIO AND CONSUMPTION FOR A MARKOVIAN REGIME-SWITCHING JUMP-DIFFUSION PROCESS (Q5164391) (← links)