Pages that link to "Item:Q2421407"
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The following pages link to Optimal reinsurance to minimize the discounted probability of ruin under ambiguity (Q2421407):
Displaying 9 items.
- Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution (Q2098011) (← links)
- Minimizing the probability of absolute ruin under ambiguity aversion (Q2234291) (← links)
- Robust optimal investment and reinsurance to minimize a goal-reaching probability with constrained control variables (Q2691507) (← links)
- Robust reinsurance contract with learning and ambiguity aversion (Q5042791) (← links)
- Minimizing ruin probability under the Sparre Anderson model (Q5079885) (← links)
- REACHING A BEQUEST GOAL WITH LIFE INSURANCE: AMBIGUITY ABOUT THE RISKY ASSET'S DRIFT AND MORTALITY'S HAZARD RATE (Q5213444) (← links)
- Robust optimal proportional reinsurance and investment strategy for an insurer and a reinsurer with delay and jumps (Q6102883) (← links)
- Robust optimal per-loss reinsurance strategy for an ambiguity-averse insurer (Q6559910) (← links)
- Optimal reinsurance strategy with mean-variance premium principle and relative performance concern (Q6667345) (← links)
