The following pages link to (Q4227229):
Displaying 17 items.
- Downside risk minimization via a large deviations approach (Q417076) (← links)
- Explicit solution to a certain non-ELQG risk-sensitive stochastic control problem (Q607784) (← links)
- Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process (Q634007) (← links)
- On a problem of optimal stochastic control with incomplete information (Q1021257) (← links)
- Non-linear filtering and optimal investment under partial information for stochastic volatility models (Q1650844) (← links)
- Classical and restricted impulse control for the exchange rate under a stochastic trend model (Q1657382) (← links)
- Optimal mean-variance reinsurance in a financial market with stochastic rate of return (Q1983739) (← links)
- Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition (Q2076416) (← links)
- Asymptotics of the probability minimizing a ``down-side'' risk (Q2268722) (← links)
- Optimal investment-consumption-insurance with partial information (Q2300968) (← links)
- Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty (Q2323341) (← links)
- Utility maximization with partial information: Hamilton-Jacobi-Bellman equation approach (Q2477578) (← links)
- Portfolio selection under incomplete information (Q2495379) (← links)
- Welfare effects of information and rationality in portfolio decisions under parameter uncertainty (Q4619541) (← links)
- Robust optimal proportional reinsurance and investment strategy for an insurer with Ornstein-Uhlenbeck process (Q5213096) (← links)
- An optimal consumption and investment problem with partial information (Q5214995) (← links)
- Portfolio optimization with unobservable Markov-modulated drift process (Q5697589) (← links)
