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):
Displayed 3 items.
- 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)