Pages that link to "Item:Q1880663"
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The following pages link to Optimal portfolios with stochastic interest rates and defaultable assets. (Q1880663):
Displaying 15 items.
- Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk (Q333902) (← links)
- Existence of optimal consumption strategies in markets with longevity risk (Q506076) (← links)
- Robust portfolio optimization with multi-factor stochastic volatility (Q779874) (← links)
- Robust optimal reinsurance-investment strategy with price jumps and correlated claims (Q784390) (← links)
- Pricing derivatives with barriers in a stochastic interest rate environment (Q844767) (← links)
- Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility (Q1641143) (← links)
- Robust non-zero-sum investment and reinsurance game with default risk (Q1757617) (← 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)
- Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model (Q2015626) (← links)
- Model uncertainty on commodity portfolios, the role of convenience yield (Q2063057) (← links)
- Polynomial affine approach to HARA utility maximization with applications to OrnsteinUhlenbeck \(4/2\) models. (Q2073105) (← links)
- Hedging longevity risk in defined contribution pension schemes (Q6088770) (← links)
- Robust optimal proportional reinsurance and investment strategy for an insurer and a reinsurer with delay and jumps (Q6102883) (← links)
- Optimal investment in a general stochastic factor framework under model uncertainty (Q6154310) (← links)
