Pages that link to "Item:Q2259036"
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The following pages link to Optimal excess-of-loss reinsurance and investment polices under the CEV model (Q2259036):
Displayed 5 items.
- Optimal limited stop-loss reinsurance under VaR, TVaR, and CTE risk measures (Q1664753) (← links)
- A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling (Q2332719) (← links)
- Optimal investment and reinsurance problem with jump-diffusion model (Q5079465) (← links)
- Optimal investment strategy for a family with a random household expenditure under the CEV model (Q5095988) (← links)
- The investment and reinsurance game of insurers and reinsurers with default risk under CEV model (Q6181238) (← links)