Pages that link to "Item:Q2864634"

The following pages link to An HMM approach for optimal investment of an insurer (Q2864634):

Displaying 13 items.

• A stochastic flows approach for asset allocation with hidden economic environment (Q274851) (← links)
• Optimal portfolios with maximum value-at-risk constraint under a hidden Markovian regime-switching model (Q340669) (← links)
• Risk-based optimal investment and proportional reinsurance of an insurer with hidden regime switching (Q517215) (← links)
• Optimal reinsurance and investment with unobservable claim size and intensity (Q743155) (← links)
• Dynamic credit investment in partially observed markets (Q889624) (← links)
• Optimal investment in multidimensional Markov-modulated affine models (Q902185) (← links)
• Optimal investment-reinsurance policy with stochastic interest and inflation rates (Q2298524) (← links)
• Optimal reinsurance and investment problem for an insurer with counterparty risk (Q2347114) (← links)
• Consumption-portfolio optimization and filtering in a hidden Markov-modulated asset price model (Q2358467) (← links)
• Constrained investment-reinsurance optimization with regime switching under variance premium principle (Q2374119) (← links)
• Optimal investment and consumption strategies for pooled annuity with partial information (Q2681454) (← links)
• Optimal investment strategy for an insurer with partial information in capital and insurance markets (Q2691446) (← links)
• DYNAMIC PORTFOLIO OPTIMIZATION WITH A DEFAULTABLE SECURITY AND REGIME‐SWITCHING (Q5416702) (← links)