Pages that link to "Item:Q625791"
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The following pages link to Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection (Q625791):
Displaying 20 items.
- Optimal investment problem for an insurer and a reinsurer (Q256739) (← links)
- Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling (Q282282) (← links)
- Optimal reinsurance and investment policies with the CEV stock market (Q517202) (← links)
- Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables (Q898969) (← links)
- Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps (Q903344) (← links)
- Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model (Q1639554) (← links)
- Alpha-robust mean-variance reinsurance-investment strategy (Q1656367) (← links)
- Optimization problems of excess-of-loss reinsurance and investment under the CEV model (Q1952495) (← links)
- Robust optimal reinsurance in minimizing the penalized expected time to reach a goal (Q2087514) (← links)
- Decrease of capital guarantees in life insurance products: can reinsurance stop it? (Q2155835) (← links)
- Optimal investment and reinsurance under the gamma process (Q2241632) (← links)
- Optimal excess-of-loss reinsurance and investment polices under the CEV model (Q2259036) (← links)
- Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston's SV model (Q2347109) (← links)
- Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models (Q2360965) (← links)
- Optimality of excess-loss reinsurance under a mean-variance criterion (Q2364009) (← links)
- A pair of optimal reinsurance-investment strategies in the two-sided exit framework (Q2374121) (← links)
- Optimal reinsurance to minimize the discounted probability of ruin under ambiguity (Q2421407) (← links)
- Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model (Q2447423) (← links)
- Robust optimal investment and reinsurance to minimize a goal-reaching probability with constrained control variables (Q2691507) (← links)
- A Heston local-stochastic volatility model for optimal investment-reinsurance strategy with a defaultable bond in an ambiguous environment (Q6149349) (← links)
