Pages that link to "Item:Q2374128"
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The following pages link to Demand for longevity securities under relative performance concerns: stochastic differential games with cointegration (Q2374128):
Displaying 7 items.
- On the effects of changing mortality patterns on investment, labour and consumption under uncertainty (Q1681194) (← links)
- Inference for the Lee-Carter model with an AR(2) process (Q2152250) (← links)
- Time-consistent equilibrium reinsurance-investment strategy for \(n\) competitive insurers under a new interaction mechanism and a general investment framework (Q2306404) (← links)
- Robust dynamic pairs trading with cointegration (Q2417107) (← links)
- Non-zero-sum reinsurance and investment game between two mean-variance insurers under the CEV model (Q5015999) (← links)
- Statistical Inference for Lee-Carter Mortality Model and Corresponding Forecasts (Q5241932) (← links)
- BIAS-CORRECTED INFERENCE FOR A MODIFIED LEE–CARTER MORTALITY MODEL (Q5379414) (← links)