Pages that link to "Item:Q5219291"
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The following pages link to Risk-Sensitive Asset Management and Cascading Defaults (Q5219291):
Displaying 6 items.
- Risk-sensitive credit portfolio optimization under partial information and contagion risk (Q2083252) (← links)
- Optimal credit investment and risk control for an insurer with regime-switching (Q2633456) (← links)
- Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching (Q4614935) (← links)
- Optimal dividend strategy for an insurance group with contagious default risk (Q5003355) (← links)
- Risk-sensitive mean field games with major and minor players (Q5878126) (← links)
- Optimal risk sharing and dividend strategies under default contagion: a semi-analytical approach (Q6193111) (← links)
