Pages that link to "Item:Q3059692"

The following pages link to An optimal portfolio problem in a defaultable market (Q3059692):

Displaying 15 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 investment and counterparty risk (Q1705168) (← links)
• Optimal portfolio and consumption selection with default risk (Q1946970) (← links)
• The optimal investment, liability and dividends in insurance (Q2240112) (← links)
• Portfolio optimization of credit swap under funding costs (Q2296104) (← links)
• Optimal reinsurance and investment problem for an insurer with counterparty risk (Q2347114) (← links)
• Portfolio optimization in a defaultable Lévy-driven market model (Q2516636) (← links)
• Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market (Q2633700) (← links)
• Optimal investment and risk control strategies for an insurer subject to a stochastic economic factor in a Lévy market (Q2684949) (← links)
• OPTIMAL INVESTMENT IN CREDIT DERIVATIVES PORTFOLIO UNDER CONTAGION RISK (Q2831003) (← links)
• DYNAMIC PORTFOLIO OPTIMIZATION WITH A DEFAULTABLE SECURITY AND REGIME‐SWITCHING (Q5416702) (← links)
• Optimal investment and consumption strategies for an investor with stochastic economic factor in a defaultable market (Q6181245) (← links)