Pages that link to "Item:Q5078056"
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The following pages link to Martingale and duality methods for optimal investment and reinsurance problem in a Lévy model (Q5078056):
Displaying 4 items.
- Valuing multirisk catastrophe reinsurance based on the Cox-Ingersoll-Ross (CIR) model (Q2657454) (← links)
- Time-Consistent Investment and Reinsurance Strategies for Mean–Variance Insurers in <i>N</i>-Agent and Mean-Field Games (Q5877349) (← links)
- A markov-modulated risk model with transaction costs and threshold dividend strategy (Q6171882) (← links)
- Pricing longevity bond with affine-jump-diffusion multi-cohort mortality model (Q6567270) (← links)
