Pages that link to "Item:Q2010895"
From MaRDI portal
The following pages link to Robust optimal reinsurance and investment strategies for an AAI with multiple risks (Q2010895):
Displaying 12 items.
- Robust equilibrium strategies in a defined benefit pension plan game (Q2172042) (← links)
- Robust retirement and life insurance with inflation risk and model ambiguity (Q2700072) (← links)
- The investor problem based on the HJM model (Q5028970) (← links)
- Household consumption-investment-insurance decisions with uncertain income and market ambiguity (Q5861811) (← links)
- Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework (Q6096581) (← links)
- Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance (Q6133186) (← links)
- A Heston local-stochastic volatility model for optimal investment-reinsurance strategy with a defaultable bond in an ambiguous environment (Q6149349) (← links)
- Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle (Q6547002) (← links)
- Robust Dividend, Financing, and Reinsurance Strategies Under Model Uncertainty with Proportional Transaction Costs (Q6583001) (← links)
- Robust investment and proportional reinsurance strategy with delay and jumps in a stochastic Stackelberg differential game (Q6643669) (← links)
- Optimal investment-reinsurance strategies for an insurer with options trading under model ambiguity (Q6643671) (← links)
- Optimal reinsurance strategy with mean-variance premium principle and relative performance concern (Q6667345) (← links)
