Pages that link to "Item:Q4583607"
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The following pages link to Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps (Q4583607):
Displaying 7 items.
- Robust optimal reinsurance-investment strategy with price jumps and correlated claims (Q784390) (← links)
- Time-consistent proportional reinsurance and investment strategies under ambiguous environment (Q1622519) (← links)
- REACHING A BEQUEST GOAL WITH LIFE INSURANCE: AMBIGUITY ABOUT THE RISKY ASSET'S DRIFT AND MORTALITY'S HAZARD RATE (Q5213444) (← links)
- Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework (Q6096581) (← links)
- Robust optimal proportional reinsurance and investment strategy for an insurer and a reinsurer with delay and jumps (Q6102883) (← links)
- Optimal investment in a general stochastic factor framework under model uncertainty (Q6154310) (← links)
- Robust equilibrium reinsurance and investment strategy for the insurer and reinsurer under weighted mean-variance criterion (Q6193399) (← links)