Pages that link to "Item:Q333902"

The following pages link to Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk (Q333902):

Displaying 43 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 time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility (Q2024120) (← links)
• Time-consistent investment-reinsurance strategy with a defaultable security under ambiguous environment (Q2076384) (← links)
• Robust optimal reinsurance in minimizing the penalized expected time to reach a goal (Q2087514) (← links)
• The optimal reinsurance-investment problem considering the joint interests of an insurer and a reinsurer under HARA utility (Q2088149) (← links)
• Asymptotic behavior of an optimal investment-reinsurance problem with general utility functions (Q2152960) (← links)
• Robust optimal asset-liability management with penalization on ambiguity (Q2165793) (← links)
• Optimal reinsurance and investment strategy for an insurer in a model with delay and jumps (Q2195957) (← links)
• Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion (Q2273986) (← links)
• Robust optimal excess-of-loss reinsurance and investment problem with delay and dependent risks (Q2296543) (← links)
• Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks (Q2306384) (← links)
• Robust optimal investment and reinsurance of an insurer under jump-diffusion models (Q2327727) (← links)
• A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling (Q2332719) (← links)
• Robust optimal consumption-investment strategy with non-exponential discounting (Q2338472) (← links)
• Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps (Q2423668) (← links)
• Solution of Hamilton-Jacobi-Bellman equation in optimal reinsurance strategy under dynamic VaR constraint (Q2631901) (← links)
• Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market (Q2633700) (← links)
• Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk (Q2656079) (← links)
• Robust optimal investment and reinsurance for an insurer with inside information (Q2656984) (← links)
• Robust optimal excess-of-loss reinsurance and investment problem with more general dependent claim risks and defaultable risk (Q2684941) (← links)
• Non-zero-sum reinsurance and investment game with correlation between insurance market and financial market under CEV model (Q2691381) (← links)
• Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option (Q4959771) (← links)
• Optimal excess-of-loss reinsurance and investment with stochastic factor process (Q5057347) (← links)
• Mean-variance problem for an insurer with default risk under a jump-diffusion risk model (Q5076896) (← links)
• Risk minimization for an insurer with investment and reinsurance via <i>g</i>-expectation (Q5077872) (← links)
• Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond (Q5079124) (← links)
• Robust optimal insurance and investment strategies for the government and the insurance company under mispricing phenomenon (Q5079461) (← links)
• Optimal reinsurance–investment policies for insurers with mispricing under mean-variance criterion (Q5093743) (← links)
• Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility (Q5140643) (← links)
• Household consumption-investment-insurance decisions with uncertain income and market ambiguity (Q5861811) (← links)
• Optimal investment and reinsurance problem toward joint interests of the insurer and the reinsurer under default risk (Q5867741) (← 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)
• Optimal strategies for an ambiguity-averse insurer under a jump-diffusion model and defaultable risk (Q6534590) (← links)
• Robust reinsurance and investment strategies under principal-agent framework (Q6549619) (← links)