Pages that link to "Item:Q4683102"

The following pages link to Portfolio choices and VaR constraint with a defaultable asset (Q4683102):

Displaying 2 items.

• Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (Q506063) (← links)
• Robust non-zero-sum investment and reinsurance game with default risk (Q1757617) (← links)