Pages that link to "Item:Q2347114"
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The following pages link to Optimal reinsurance and investment problem for an insurer with counterparty risk (Q2347114):
Displaying 9 items.
- Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk (Q333902) (← 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)
- Non-zero-sum stochastic differential reinsurance and investment games with default risk (Q1681455) (← links)
- Derivatives trading for insurers (Q1757608) (← links)
- Robust non-zero-sum investment and reinsurance game with default risk (Q1757617) (← links)
- A Heston local-stochastic volatility model for optimal investment-reinsurance strategy with a defaultable bond in an ambiguous environment (Q6149349) (← links)
- Bond portfolio optimization with long-range dependent credits (Q6175328) (← links)
- The investment and reinsurance game of insurers and reinsurers with default risk under CEV model (Q6181238) (← links)
