Pages that link to "Item:Q2014373"
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The following pages link to Robust optimal investment and reinsurance problem for a general insurance company under Heston model (Q2014373):
Displaying 21 items.
- Robust optimal investment and reinsurance problem for the product of the insurer's and the reinsurer's utilities (Q724542) (← links)
- Optimal reinsurance and investment strategies for an insurer and a reinsurer under Hestons SV model: HARA utility and Legendre transform (Q1983760) (← links)
- Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion (Q2084302) (← links)
- Robust classical-impulse stochastic control problems in an infinite horizon (Q2084303) (← links)
- The optimal reinsurance-investment problem considering the joint interests of an insurer and a reinsurer under HARA utility (Q2088149) (← links)
- Robust optimal investment problem with delay under Heston's model (Q2152268) (← links)
- Robust optimal asset-liability management with penalization on ambiguity (Q2165793) (← links)
- Robust equilibrium strategies in a defined benefit pension plan game (Q2172042) (← links)
- Optimal reinsurance and investment strategy for an insurer in a model with delay and jumps (Q2195957) (← links)
- Optimal risk exposure and dividend payout policies under model uncertainty (Q2234748) (← links)
- Robust optimal excess-of-loss reinsurance and investment problem with delay and dependent risks (Q2296543) (← links)
- Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk (Q2656079) (← links)
- Robust stochastic Stackelberg differential reinsurance and investment games for an insurer and a reinsurer with delay (Q2671233) (← links)
- A Stackelberg reinsurance-investment game under Heston's stochastic volatility model (Q2691386) (← links)
- Robust optimal insurance and investment strategies for the government and the insurance company under mispricing phenomenon (Q5079461) (← links)
- Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process (Q5079961) (← links)
- Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility (Q5140643) (← links)
- Optimal investment and risk control policies for an insurer in an incomplete market (Q5239078) (← links)
- A Stackelberg reinsurance–investment game with asymmetric information and delay (Q5860820) (← links)
- Optimal reinsurance-investment problem for a general insurance company under a generalized dynamic contagion claim model (Q6099190) (← links)
- Robust optimal proportional reinsurance and investment strategy for an insurer and a reinsurer with delay and jumps (Q6102883) (← links)