Pages that link to "Item:Q2347064"

The following pages link to Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process (Q2347064):

Displaying 50 items.

• Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling (Q282282) (← links)
• Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model (Q328079) (← links)
• Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk (Q495442) (← links)
• Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (Q506063) (← links)
• Mean-variance portfolio selection in a complete market with unbounded random coefficients (Q1689364) (← links)
• Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility (Q1697216) (← links)
• Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers (Q1735037) (← links)
• Derivatives trading for insurers (Q1757608) (← links)
• Equilibrium investment strategy for DC pension plan with inflation and stochastic income under Heston's SV model (Q1792827) (← links)
• Optimal mean-variance reinsurance in a financial market with stochastic rate of return (Q1983739) (← links)
• BSDE approach to utility maximization with square-root factor processes (Q1984680) (← links)
• Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance (Q2004551) (← links)
• Optimal time-consistent investment and reinsurance strategy under time delay and risk dependent model (Q2007166) (← links)
• Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks (Q2010903) (← links)
• Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function (Q2014428) (← links)
• Revisiting optimal investment strategies of value-maximizing insurance firms (Q2038230) (← links)
• Mean-variance portfolio selection under Volterra Heston model (Q2045133) (← links)
• Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate (Q2103521) (← links)
• Optimal investment and reinsurance of insurers with lognormal stochastic factor model (Q2119453) (← links)
• Optimal mean-variance investment-reinsurance strategy for a dependent risk model with Ornstein-Uhlenbeck process (Q2152261) (← links)
• Optimal reinsurance and investment under common shock dependence between financial and actuarial markets (Q2155853) (← links)
• Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints (Q2171072) (← links)
• Reinsurance-investment game between two mean-variance insurers under model uncertainty (Q2196065) (← links)
• Optimal reinsurance and investment strategy with delay in Heston's SV model (Q2240102) (← links)
• Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework (Q2273981) (← links)
• Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion (Q2273986) (← links)
• Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility (Q2292185) (← links)
• A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling (Q2332719) (← links)
• Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models (Q2360965) (← links)
• Optimality of excess-loss reinsurance under a mean-variance criterion (Q2364009) (← links)
• Constrained investment-reinsurance optimization with regime switching under variance premium principle (Q2374119) (← links)
• Worst-case investment and reinsurance optimization for an insurer under model uncertainty (Q2398561) (← links)
• Optimal reinsurance to minimize the discounted probability of ruin under ambiguity (Q2421407) (← links)
• Mean-variance asset-liability management under constant elasticity of variance process (Q2520428) (← links)
• Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints (Q2656996) (← links)
• Mean-variance investment and risk control strategies -- a time-consistent approach via a forward auxiliary process (Q2657018) (← links)
• Robust optimal excess-of-loss reinsurance and investment problem with more general dependent claim risks and defaultable risk (Q2684941) (← links)
• Mean-variance asset-liability management under CIR interest rate and the family of 4/2 stochastic volatility models with derivative trading (Q2691368) (← links)
• Optimal portfolio problem for an insurer under mean-variance criteria with jump-diffusion stochastic volatility model (Q2698613) (← links)
• Optimal investment and risk control for an insurer with partial information in an anticipating environment (Q4562057) (← links)
• ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER (Q4562959) (← links)
• Lifetime asset allocation with idiosyncratic and systematic mortality risks (Q4583595) (← links)
• Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option (Q4959771) (← links)
• Non-zero-sum reinsurance and investment game between two mean-variance insurers under the CEV model (Q5015999) (← links)
• Equilibrium excess-of-loss reinsurance and investment strategies for an insurer and a reinsurer (Q5039793) (← links)
• LOCALLY RISK-MINIMIZING HEDGING FOR EUROPEAN CONTINGENT CLAIMS WRITTEN ON NON-TRADABLE ASSETS WITH COMMON JUMP RISK (Q5051211) (← links)
• Optimal excess-of-loss reinsurance and investment with stochastic factor process (Q5057347) (← links)
• Mean-variance problem for an insurer with default risk under a jump-diffusion risk model (Q5076896) (← links)
• Optimal deterministic reinsurance and investment for an insurer under mean–variance criterion (Q5078527) (← links)
• Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences—Stochastic Factor Case (Q5108226) (← links)