Pages that link to "Item:Q4614935"
From MaRDI portal
The following pages link to Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching (Q4614935):
Displaying 6 items.
- Risk-sensitive credit portfolio optimization under partial information and contagion risk (Q2083252) (← links)
- Optimal dividend strategy for an insurance group with contagious default risk (Q5003355) (← links)
- Optimal Dividend Strategies with Reinsurance under Contagious Systemic Risk (Q5080491) (← links)
- On the Bailout Dividend Problem for Spectrally Negative Markov Additive Models (Q5106718) (← links)
- Discrete‐time risk sensitive portfolio optimization with proportional transaction costs (Q6146693) (← links)
- Optimal risk sharing and dividend strategies under default contagion: a semi-analytical approach (Q6193111) (← links)
