Pages that link to "Item:Q333902"
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The following pages link to Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk (Q333902):
Displaying 11 items.
- Robust optimal investment and reinsurance problem for the product of the insurer's and the reinsurer's utilities (Q724542) (← links)
- Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility (Q1616790) (← links)
- Maximizing a robust goal-reaching probability with penalization on ambiguity (Q1757373) (← links)
- Robust non-zero-sum investment and reinsurance game with default risk (Q1757617) (← links)
- Optimal mean-variance reinsurance in a financial market with stochastic rate of return (Q1983739) (← links)
- Optimal reinsurance and investment strategies for an insurer and a reinsurer under Hestons SV model: HARA utility and Legendre transform (Q1983760) (← links)
- Robust optimal reinsurance and investment strategies for an AAI with multiple risks (Q2010895) (← links)
- Robust optimal proportional reinsurance and investment strategy for an insurer and a reinsurer with delay and jumps (Q6102883) (← links)
- A Heston local-stochastic volatility model for optimal investment-reinsurance strategy with a defaultable bond in an ambiguous environment (Q6149349) (← links)
- Robust optimal asset-liability management with mispricing and stochastic factor market dynamics (Q6152696) (← links)
- The investment and reinsurance game of insurers and reinsurers with default risk under CEV model (Q6181238) (← links)
