Pages that link to "Item:Q2347077"

The following pages link to Robust investment-reinsurance optimization with multiscale stochastic volatility (Q2347077):

Displaying 44 items.

• Robust non-zero-sum stochastic differential reinsurance game (Q320290) (← links)
• Robust optimal investment and reinsurance problem for the product of the insurer's and the reinsurer's utilities (Q724542) (← links)
• Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps (Q903344) (← links)
• Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing (Q1641145) (← links)
• Alpha-robust mean-variance reinsurance-investment strategy (Q1656367) (← links)
• Non-zero-sum reinsurance games subject to ambiguous correlations (Q1755812) (← links)
• Robust non-zero-sum investment and reinsurance game with default risk (Q1757617) (← links)
• Robust time-inconsistent stochastic control problems (Q1797115) (← links)
• Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion (Q1983681) (← links)
• Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks (Q2010903) (← links)
• Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility (Q2024120) (← links)
• Revisiting optimal investment strategies of value-maximizing insurance firms (Q2038230) (← links)
• Robust state-dependent mean-variance portfolio selection: a closed-loop approach (Q2049552) (← links)
• Robust classical-impulse stochastic control problems in an infinite horizon (Q2084303) (← links)
• Robust optimal asset-liability management with penalization on ambiguity (Q2165793) (← links)
• Robust equilibrium strategies in a defined benefit pension plan game (Q2172042) (← links)
• Reinsurance-investment game between two mean-variance insurers under model uncertainty (Q2196065) (← links)
• A dynamic pricing game for general insurance market (Q2226275) (← links)
• Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion (Q2273986) (← links)
• Robust dynamic pairs trading with cointegration (Q2417107) (← links)
• Optimal reinsurance to minimize the discounted probability of ruin under ambiguity (Q2421407) (← links)
• Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk (Q2656079) (← links)
• Robust optimal investment and reinsurance for an insurer with inside information (Q2656984) (← links)
• Optimal dividend-distribution strategy under ambiguity aversion (Q2661496) (← links)
• Robust time-inconsistent stochastic linear-quadratic control with drift disturbance (Q2673512) (← links)
• The optimal investment-reinsurance strategies for ambiguity aversion insurer in uncertain environment (Q2691400) (← links)
• Robust optimal investment and reinsurance to minimize a goal-reaching probability with constrained control variables (Q2691507) (← links)
• Mean field and \(n\)-insurers games for robust optimal reinsurance-investment in correlated markets (Q2698598) (← links)
• Robust retirement and life insurance with inflation risk and model ambiguity (Q2700072) (← links)
• Portfolio Optimization with Ambiguous Correlation and Stochastic Volatilities (Q2820186) (← links)
• Resolution of Degeneracy in Merton's Portfolio Problem (Q2953941) (← links)
• Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps (Q4583607) (← links)
• <i>G</i>-expected utility maximization with ambiguous equicorrelation (Q4991082) (← links)
• Mean-variance problem for an insurer with dependent risks and stochastic interest rate in a jump-diffusion market (Q5039390) (← links)
• Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond (Q5079124) (← links)
• Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility (Q5140643) (← links)
• Robust portfolio choice for a defined contribution pension plan with stochastic income and interest rate (Q5154061) (← links)
• Household consumption-investment-insurance decisions with uncertain income and market ambiguity (Q5861811) (← links)
• Time-Consistent Investment and Reinsurance Strategies for Mean–Variance Insurers in <i>N</i>-Agent and Mean-Field Games (Q5877349) (← links)
• An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix (Q6072101) (← links)
• Optimal strategies for an ambiguity-averse insurer under a jump-diffusion model and defaultable risk (Q6534590) (← links)
• Robust asset-liability management games for \(n\) players under multivariate stochastic covariance models (Q6573815) (← links)
• Optimal investment-reinsurance strategies for an insurer with options trading under model ambiguity (Q6643671) (← links)
• Alpha-robust mean-variance reinsurance and investment strategies with transaction costs (Q6653506) (← links)