Pages that link to "Item:Q3098479"

The following pages link to Optimal investment and proportional reinsurance with constrained control variables (Q3098479):

Displaying 19 items.

• Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model (Q282274) (← links)
• Robust optimal investment and reinsurance problem for the product of the insurer's and the reinsurer's utilities (Q724542) (← links)
• Optimal reinsurance and investment with unobservable claim size and intensity (Q743155) (← links)
• Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables (Q898969) (← links)
• Optimal reinsurance-investment problem for an insurer and a reinsurer with jump-diffusion process (Q1727315) (← links)
• Robust optimal investment and reinsurance problem for a general insurance company under Heston model (Q2014373) (← links)
• Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition (Q2076416) (← links)
• Optimal proportional reinsurance and pairs trading under exponential utility criterion for the insurer (Q2097469) (← links)
• A hybrid stochastic differential reinsurance and investment game with bounded memory (Q2242320) (← links)
• Optimal investment and risk control problems with delay for an insurer in defaultable market (Q2244231) (← links)
• Optimal investment and reinsurance with premium control (Q2244242) (← links)
• Optimal investment and proportional reinsurance in the Sparre Andersen model (Q2391925) (← links)
• Portfolio selection and risk control for an insurer in the Lévy market under mean-variance criterion (Q2405932) (← links)
• Robust optimal investment and reinsurance to minimize a goal-reaching probability with constrained control variables (Q2691507) (← links)
• Optimal reinsurance problems with extrapolative claim expectation (Q4563345) (← links)
• Optimal investment and risk control policies for an insurer in an incomplete market (Q5239078) (← links)
• OPTIMAL PROPORTIONAL REINSURANCE AND INVESTMENT PROBLEM WITH CONSTRAINTS ON RISK CONTROL IN A GENERAL JUMP-DIFFUSION FINANCIAL MARKET (Q5369449) (← links)
• Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model (Q5414522) (← links)
• A Stackelberg reinsurance–investment game with asymmetric information and delay (Q5860820) (← links)