Pages that link to "Item:Q2276271"

The following pages link to Optimal time-consistent investment and reinsurance policies for mean-variance insurers (Q2276271):

Displaying 38 items.

• Optimal investment problem for an insurer and a reinsurer (Q256739) (← links)
• Equilibrium dividend strategy with non-exponential discounting in a dual model (Q274116) (← links)
• Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling (Q282282) (← links)
• Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model (Q282291) (← links)
• A characterization of equilibrium strategies in continuous-time mean-variance problems for insurers (Q320304) (← links)
• Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model (Q328079) (← links)
• Optimal investment and risk control for an insurer under inside information (Q343979) (← links)
• Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk (Q495442) (← links)
• Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information (Q519261) (← links)
• Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks (Q743147) (← links)
• Robust optimal reinsurance-investment strategy with price jumps and correlated claims (Q784390) (← links)
• Optimal reinsurance-investment strategy for a dynamic contagion claim model (Q784437) (← links)
• Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems (Q784782) (← links)
• Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance (Q824780) (← links)
• Mean-variance problems for finite horizon semi-Markov decision processes (Q887160) (← links)
• Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information (Q896745) (← links)
• Time-consistent investment strategy under partial information (Q896762) (← links)
• Optimal reinsurance with both proportional and fixed costs (Q900546) (← links)
• Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps (Q903344) (← links)
• Time-consistent mean-variance portfolio optimization: a numerical impulse control approach (Q1622505) (← links)
• Time-consistent proportional reinsurance and investment strategies under ambiguous environment (Q1622519) (← links)
• Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing (Q1641145) (← links)
• Alpha-robust mean-variance reinsurance-investment strategy (Q1656367) (← links)
• Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions (Q1656433) (← links)
• Optimal investment and reinsurance for insurers with uncertain time-horizon (Q1718017) (← links)
• Time-consistent strategies for multi-period portfolio optimization with/without the risk-free asset (Q1721408) (← links)
• Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient (Q1731595) (← links)
• Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets (Q1735027) (← links)
• Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers (Q1735037) (← links)
• Derivatives trading for insurers (Q1757608) (← links)
• Equilibrium time-consistent strategy for corporate international investment problem with mean-variance criterion (Q1792974) (← links)
• Robust optimal proportional reinsurance and investment strategy for an insurer with Ornstein-Uhlenbeck process (Q5213096) (← links)
• Optimal reinsurance-investment problem for a general insurance company under a generalized dynamic contagion claim model (Q6099190) (← links)
• Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks (Q6152708) (← links)
• A class of non-zero-sum stochastic differential games between two mean–variance insurers under stochastic volatility (Q6163064) (← links)
• Non-Markovian mean-variance portfolio selection problems via closed-loop equilibrium strategies (Q6183322) (← links)
• Equilibrium dividend strategies in the dual model with a random time horizon (Q6192312) (← links)
• Equilibrium investment-reinsurance strategy under information asymmetry and random horizon (Q6496486) (← links)