Pages that link to "Item:Q2449384"

The following pages link to Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer (Q2449384):

Displaying 12 items.

• Portfolio optimization with transaction costs: a two-period mean-variance model (Q889558) (← links)
• Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps (Q903344) (← links)
• Alpha-robust mean-variance reinsurance-investment strategy (Q1656367) (← links)
• Non-zero-sum stochastic differential reinsurance and investment games with default risk (Q1681455) (← links)
• Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers (Q1735037) (← links)
• Mean-risk portfolio management with bankruptcy prohibition (Q1735044) (← links)
• Robust reinsurance contracts with uncertainty about jump risk (Q1754197) (← links)
• Optimal investment problem under non-extensive statistical mechanics (Q2001307) (← links)
• Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market (Q5244295) (← links)
• Robust optimal proportional reinsurance and investment strategy for an insurer and a reinsurer with delay and jumps (Q6102883) (← links)
• A hybrid reinsurance-investment game with delay and asymmetric information (Q6126033) (← links)
• A Stackelberg reinsurance-investment game with derivatives trading (Q6161744) (← links)