Pages that link to "Item:Q4553802"

The following pages link to Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon (Q4553802):

Displaying 16 items.

• Optimal reinsurance-investment strategy for a dynamic contagion claim model (Q784437) (← links)
• Bowley solution of a mean-variance game in insurance (Q2034145) (← links)
• Stackelberg differential game for insurance under model ambiguity (Q2172035) (← links)
• Stackelberg differential game for reinsurance: mean-variance framework and random horizon (Q2670107) (← links)
• Time-inconsistent stopping, myopic adjustment and equilibrium stability: with a mean-variance application (Q4989143) (← links)
• Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation (Q5050085) (← links)
• Multiperiod Mean Conditional Value at Risk Asset Allocation: Is It Advantageous to Be Time Consistent? (Q5112727) (← links)
• PRACTICAL INVESTMENT CONSEQUENCES OF THE SCALARIZATION PARAMETER FORMULATION IN DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION (Q5157845) (← links)
• Optimal Asset Allocation for Retirement Saving: Deterministic Vs. Time Consistent Adaptive Strategies (Q5378528) (← links)
• Dynamic asset-liability management problem in a continuous-time model with delay (Q5863710) (← links)
• Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion (Q6054361) (← links)
• Optimal reinsurance-investment problem for a general insurance company under a generalized dynamic contagion claim model (Q6099190) (← links)
• Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents (Q6104000) (← links)
• On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications (Q6115252) (← links)
• Nonlocality, nonlinearity, and time inconsistency in stochastic differential games (Q6178394) (← links)
• Equilibrium investment-reinsurance strategy under information asymmetry and random horizon (Q6496486) (← links)