Pages that link to "Item:Q481372"

The following pages link to Portfolio management with stochastic interest rates and inflation ambiguity (Q481372):

Displaying 27 items.

• Optimal reinsurance and investment strategies for insurers with mispricing and model ambiguity (Q506097) (← links)
• Optimal investment in multidimensional Markov-modulated affine models (Q902185) (← links)
• Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps (Q903344) (← links)
• Dynamic derivative strategies with stochastic interest rates and model uncertainty (Q1657151) (← links)
• Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility (Q1657206) (← links)
• Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion (Q1983681) (← links)
• Dynamic portfolio selection with mispricing and model ambiguity (Q2018555) (← links)
• Model uncertainty on commodity portfolios, the role of convenience yield (Q2063057) (← links)
• Portfolio liquidation under factor uncertainty (Q2117436) (← links)
• A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility (Q2174171) (← links)
• Robust optimal consumption-investment strategy with non-exponential discounting (Q2338472) (← links)
• Robust optimal investment and reinsurance for an insurer with inside information (Q2656984) (← links)
• The optimal investment-reinsurance strategies for ambiguity aversion insurer in uncertain environment (Q2691400) (← links)
• Robust retirement and life insurance with inflation risk and model ambiguity (Q2700072) (← links)
• Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity (Q4554494) (← links)
• A note on the worst case approach for a market with a stochastic interest rate (Q4614223) (← links)
• Robust portfolios with commodities and stochastic interest rates (Q5014231) (← links)
• Robust optimal investment strategy of DC pension plans with stochastic salary and a return of premiums clause (Q5039825) (← links)
• Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model (Q5042789) (← links)
• Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond (Q5079124) (← links)
• Robust optimal insurance and investment strategies for the government and the insurance company under mispricing phenomenon (Q5079461) (← links)
• Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity (Q5151534) (← links)
• Robust portfolio choice for a defined contribution pension plan with stochastic income and interest rate (Q5154061) (← links)
• Robust optimal asset-liability management with mispricing and stochastic factor market dynamics (Q6152696) (← links)
• Robust optimal investment strategies for mean-variance asset-liability management under 4/2 stochastic volatility models (Q6164849) (← links)
• Age-dependent robust strategic asset allocation with inflation-deflation hedging demand (Q6655910) (← links)
• Reinsurance contracts under Stackelberg game and market equilibrium (Q6658851) (← links)