The following pages link to Ailing Gu (Q506095):
Displaying 14 items.
- Optimal reinsurance and investment strategies for insurers with mispricing and model ambiguity (Q506097) (← links)
- Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps (Q903344) (← links)
- Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing (Q1641145) (← links)
- Optimal investment and reinsurance for insurers with uncertain time-horizon (Q1718017) (← links)
- Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function (Q2014428) (← links)
- Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model (Q2447423) (← links)
- (Q2825065) (← links)
- (Q3372600) (← links)
- (Q4983898) (← links)
- Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model (Q5042789) (← links)
- Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model (Q5117677) (← links)
- (Q5167575) (← links)
- (Q5399565) (← links)
- Optimal investment-consumption and life insurance strategy with mispricing and model ambiguity (Q6117107) (← links)
