Pages that link to "Item:Q2483943"
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The following pages link to Worst-case scenario investment for insurers (Q2483943):
Displaying 16 items.
- Uncertainty and inside information (Q261231) (← links)
- Optimal algorithms for \(k\)-search with application in option pricing (Q834594) (← links)
- Optimal portfolios: new variations of an old theme (Q1031945) (← links)
- Robust portfolio decisions for financial institutions (Q1714474) (← links)
- Stochastic differential portfolio games for an insurer in a jump-diffusion risk process (Q1935921) (← links)
- Worst-case portfolio optimization in discrete time (Q2009178) (← links)
- Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty (Q2076903) (← links)
- Optimal pension fund management under risk and uncertainty: the case study of Poland (Q2089448) (← links)
- Optimal portfolios in the presence of stress scenarios a worst-case approach (Q2120596) (← links)
- Worst-case-optimal dynamic reinsurance for large claims (Q2391938) (← links)
- Optimal decision on dynamic insurance price and investment portfolio of an insurer (Q2442539) (← links)
- Optimal dynamic reinsurance with worst-case default of the reinsurer (Q2677949) (← links)
- Risk minimization with inflation and interest rate risk: applications to non-life insurance (Q3077731) (← links)
- MULTI-ASSET WORST-CASE OPTIMAL PORTFOLIOS (Q5384683) (← links)
- CRASH HEDGING STRATEGIES AND WORST-CASE SCENARIO PORTFOLIO OPTIMIZATION (Q5483507) (← links)
- Optimal investment in a general stochastic factor framework under model uncertainty (Q6154310) (← links)