Pages that link to "Item:Q2276249"

The following pages link to Optimal control and dependence modeling of insurance portfolios with Lévy dynamics (Q2276249):

Displaying 14 items.

• Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks (Q743147) (← links)
• Portfolio strategy of financial market with regime switching driven by geometric Lévy process (Q1724346) (← links)
• Bayesian optimal investment and reinsurance with dependent financial and insurance risks (Q2135611) (← links)
• Optimal reinsurance and investment strategy with delay in Heston's SV model (Q2240102) (← links)
• Construction and sampling of Archimedean and nested Archimedean Lévy copulas (Q2350047) (← links)
• Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model (Q2447423) (← links)
• Nash equilibria for relative investors via no-arbitrage arguments (Q2699026) (← links)
• On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857) (← links)
• Robust optimal investment and reinsurance problems with learning (Q4990504) (← links)
• PORTFOLIO ALLOCATION IN A LEVY-TYPE JUMP-DIFFUSION MODEL WITH NONLIFE INSURANCE RISK (Q4990920) (← links)
• Equilibrium investment-reinsurance strategy with delay and common shock dependence under Heston's SV model (Q5057967) (← links)
• Optimal investment and risk control policies for an insurer in an incomplete market (Q5239078) (← links)
• On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading (Q6173893) (← links)
• ALM for insurers with multiple underwriting lines and portfolio constraints: a Lagrangian duality approach (Q6552668) (← links)