Pages that link to "Item:Q2643672"
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The following pages link to Portfolio optimization with a defaultable security (Q2643672):
Displaying 10 items.
- Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk (Q333902) (← links)
- Optimal investment and consumption with default risk: HARA utility (Q370878) (← links)
- Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (Q506063) (← links)
- Dynamic credit investment in partially observed markets (Q889624) (← links)
- DYNAMIC PORTFOLIO OPTIMIZATION WITH A DEFAULTABLE SECURITY AND REGIME‐SWITCHING (Q5416702) (← links)
- PRICING AND SEMIMARTINGALE REPRESENTATIONS OF VULNERABLE CONTINGENT CLAIMS IN REGIME‐SWITCHING MARKETS (Q5416703) (← links)
- A Heston local-stochastic volatility model for optimal investment-reinsurance strategy with a defaultable bond in an ambiguous environment (Q6149349) (← links)
- Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks (Q6152708) (← links)
- The investment and reinsurance game of insurers and reinsurers with default risk under CEV model (Q6181238) (← links)
- Optimal investment and consumption strategies for an investor with stochastic economic factor in a defaultable market (Q6181245) (← links)
