Pages that link to "Item:Q1743390"

The following pages link to Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q1743390):

Displaying 17 items.

• Equilibrium reinsurance-investment strategies with partial information and common shock dependence (Q2070705) (← links)
• Portfolio optimization for jump-diffusion risky assets with regime switching: a time-consistent approach (Q2076436) (← links)
• The optimal reinsurance-investment problem considering the joint interests of an insurer and a reinsurer under HARA utility (Q2088149) (← links)
• Bayesian optimal investment and reinsurance with dependent financial and insurance risks (Q2135611) (← links)
• Asymptotic behavior of an optimal investment-reinsurance problem with general utility functions (Q2152960) (← links)
• Optimal reinsurance and investment under common shock dependence between financial and actuarial markets (Q2155853) (← links)
• Time-consistent equilibrium reinsurance-investment strategy for \(n\) competitive insurers under a new interaction mechanism and a general investment framework (Q2306404) (← links)
• Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure (Q4562052) (← links)
• Optimal time-consistent reinsurance strategies for mean-variance insurers under thinning dependence structure (Q4986421) (← links)
• Optimal dividends and reinsurance with capital injection under thinning dependence (Q5093750) (← links)
• Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility (Q5140643) (← links)
• Time-Consistent Investment and Reinsurance Strategies for Mean–Variance Insurers in <i>N</i>-Agent and Mean-Field Games (Q5877349) (← links)
• The optimal investment problem with inflation and liquidity risk (Q6079953) (← links)
• Optimal portfolio strategy of wealth process: a Lévy process model-based method (Q6544826) (← links)
• Robust non-zero-sum stochastic differential game of two insurers with common shock and CDS transaction (Q6594800) (← links)
• Stackelberg differential reinsurance and investment game for a dependent risk model with Ornstein-Uhlenbeck process (Q6606029) (← links)
• Robust investment and proportional reinsurance strategy with delay and jumps in a stochastic Stackelberg differential game (Q6643669) (← links)