Pages that link to "Item:Q634007"

The following pages link to Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process (Q634007):

Displaying 48 items.

• Optimal investment problem for an insurer and a reinsurer (Q256739) (← links)
• Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q328530) (← links)
• Optimal proportional reinsurance with common shock dependence (Q495436) (← links)
• Optimal reinsurance and investment policies with the CEV stock market (Q517202) (← links)
• Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information (Q519261) (← links)
• Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks (Q743147) (← links)
• Optimal reinsurance and investment with unobservable claim size and intensity (Q743155) (← links)
• Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information (Q896745) (← links)
• Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables (Q898969) (← links)
• Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing (Q1641145) (← links)
• Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting (Q1656864) (← links)
• Optimal investment and premium control in a nonlinear diffusion model (Q1690570) (← links)
• Optimal investment and reinsurance for insurers with uncertain time-horizon (Q1718017) (← links)
• Stochastic optimal control of investment and dividend payment model under debt control with time-inconsistency (Q1721442) (← links)
• Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets (Q1735027) (← links)
• Optimal reinsurance-investment strategy under risks of interest rate, exchange rate and inflation (Q1739353) (← links)
• Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q1743390) (← links)
• Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
• Derivatives trading for insurers (Q1757608) (← links)
• Optimization problems of excess-of-loss reinsurance and investment under the CEV model (Q1952495) (← links)
• Optimal mean-variance reinsurance in a financial market with stochastic rate of return (Q1983739) (← links)
• Inference in a multivariate generalized mean-reverting process with a change-point (Q1984652) (← links)
• Optimal time-consistent investment and reinsurance strategy under time delay and risk dependent model (Q2007166) (← links)
• Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model (Q2015626) (← links)
• Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting (Q2015632) (← links)
• Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers (Q2015659) (← links)
• Nonzero-sum stochastic differential reinsurance games with jump-diffusion processes (Q2025294) (← links)
• Optimal asset allocation for CRRA and CARA insurers under the vasicek interest rate model (Q2073576) (← links)
• Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition (Q2076416) (← links)
• Robust optimal reinsurance in minimizing the penalized expected time to reach a goal (Q2087514) (← links)
• Optimal investment and reinsurance of insurers with lognormal stochastic factor model (Q2119453) (← links)
• Decrease of capital guarantees in life insurance products: can reinsurance stop it? (Q2155835) (← links)
• Optimal mean-variance investment/reinsurance with common shock in a regime-switching market (Q2274152) (← links)
• Robust optimal excess-of-loss reinsurance and investment problem with delay and dependent risks (Q2296543) (← links)
• A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling (Q2332719) (← links)
• Optimal reinsurance and investment problem for an insurer with counterparty risk (Q2347114) (← links)
• Optimal proportional reinsurance and investment for stochastic factor models (Q2421393) (← links)
• Optimal proportional reinsurance and investment under partial information (Q2513598) (← links)
• Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff (Q2514608) (← links)
• Optimal investment, consumption and proportional reinsurance under model uncertainty (Q2514622) (← links)
• Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models (Q2657004) (← links)
• Mean-variance investment and risk control strategies -- a time-consistent approach via a forward auxiliary process (Q2657018) (← links)
• Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information (Q2674938) (← links)
• Optimal reinsurance and investment problem with default risk and bounded memory (Q3386600) (← links)
• Robust optimal proportional reinsurance and investment strategy for an insurer with Ornstein-Uhlenbeck process (Q5213096) (← links)
• Optimal reinsurance-investment problem for a general insurance company under a generalized dynamic contagion claim model (Q6099190) (← links)
• Optimal proportional reinsurance to maximize an insurer’s exponential utility under unobservable drift (Q6171940) (← links)
• Robust equilibrium reinsurance and investment strategy for the insurer and reinsurer under weighted mean-variance criterion (Q6193399) (← links)