Pages that link to "Item:Q4643689"
From MaRDI portal
The following pages link to Time-consistent mean–variance proportional reinsurance and investment problem in a defaultable market (Q4643689):
Displayed 3 items.
- Optimal time-consistent reinsurance strategies for mean-variance insurers under thinning dependence structure (Q4986421) (← links)
- Mean-variance problem for an insurer with dependent risks and stochastic interest rate in a jump-diffusion market (Q5039390) (← links)
- Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model (Q6170565) (← links)