Pages that link to "Item:Q495442"

The following pages link to Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk (Q495442):

Displaying 24 items.

• Time-consistent mean-variance portfolio optimization: a numerical impulse control approach (Q1622505) (← links)
• Optimal portfolio and consumption rule with a CIR model under HARA utility (Q1655923) (← links)
• Optimal dynamic asset-liability management with stochastic interest rates and inflation risks (Q1681707) (← links)
• Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee (Q1697221) (← links)
• Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers (Q1735037) (← links)
• Equilibrium time-consistent strategy for corporate international investment problem with mean-variance criterion (Q1792974) (← links)
• The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors (Q2029065) (← links)
• Optimal asset allocation for CRRA and CARA insurers under the vasicek interest rate model (Q2073576) (← links)
• Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk (Q2076455) (← links)
• Optimal investment and reinsurance of insurers with lognormal stochastic factor model (Q2119453) (← links)
• Reinsurance-investment game between two mean-variance insurers under model uncertainty (Q2196065) (← links)
• Optimal investment and risk control problems with delay for an insurer in defaultable market (Q2244231) (← links)
• Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility (Q2292185) (← links)
• Optimal hedging with basis risk under mean-variance criterion (Q2364001) (← links)
• Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks (Q2407990) (← links)
• Mean-variance investment and risk control strategies -- a time-consistent approach via a forward auxiliary process (Q2657018) (← links)
• Mean-variance asset-liability management under CIR interest rate and the family of 4/2 stochastic volatility models with derivative trading (Q2691368) (← links)
• Robust reinsurance contracts with risk constraint (Q5117680) (← links)
• Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility (Q5140643) (← links)
• Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate (Q5881714) (← links)
• Robust time-consistent strategy for the defined contribution pension plan with a minimum guarantee under ambiguity (Q6060710) (← links)
• Non-Markovian mean-variance portfolio selection problems via closed-loop equilibrium strategies (Q6183322) (← links)
• Robust reinsurance and investment strategies under principal-agent framework (Q6549619) (← links)
• A two-layer stochastic game approach to reinsurance contracting and competition (Q6665602) (← links)