Pages that link to "Item:Q2868609"
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The following pages link to Optimal investment-reinsurance with dynamic risk constraint and regime switching (Q2868609):
Displaying 12 items.
- Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function (Q2014428) (← links)
- Optimal investment-reinsurance policy with regime switching and value-at-risk constraint (Q2244207) (← links)
- Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework (Q2273981) (← links)
- Continuous-time optimal reinsurance strategy with nontrivial curved structures (Q2286107) (← links)
- Optimal investment-reinsurance policy with stochastic interest and inflation rates (Q2298524) (← links)
- Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston's SV model (Q2347109) (← links)
- Optimal reinsurance and investment problem for an insurer with counterparty risk (Q2347114) (← links)
- Constrained investment-reinsurance optimization with regime switching under variance premium principle (Q2374119) (← links)
- A class of nonzero-sum investment and reinsurance games subject to systematic risks (Q4577200) (← links)
- Portfolio optimization with wealth-dependent risk constraints (Q5073019) (← links)
- Robust reinsurance contracts with risk constraint (Q5117680) (← links)
- Dynamic reinsurance in discrete time minimizing the insurer's cost of capital (Q5865315) (← links)
