Pages that link to "Item:Q659098"

The following pages link to Optimal investment and reinsurance of an insurer with model uncertainty (Q659098):

Displaying 27 items.

• Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model (Q282274) (← links)
• Robust non-zero-sum stochastic differential reinsurance game (Q320290) (← links)
• Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk (Q333902) (← links)
• A Bayesian approach for optimal reinsurance and investment in a diffusion model (Q383414) (← links)
• Optimal reinsurance and investment strategies for insurers with mispricing and model ambiguity (Q506097) (← links)
• An M-ary detection approach for asset allocation (Q660845) (← links)
• Robust optimal investment and reinsurance problem for the product of the insurer's and the reinsurer's utilities (Q724542) (← links)
• Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance (Q824780) (← links)
• Necessary and sufficient optimality conditions for regular-singular stochastic differential games with asymmetric information (Q1626506) (← links)
• Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing (Q1641145) (← links)
• Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance (Q1644203) (← links)
• Nonzero-sum stochastic differential portfolio games under a Markovian regime switching model (Q1666474) (← links)
• Non-zero-sum stochastic differential reinsurance and investment games with default risk (Q1681455) (← links)
• Stochastic optimal control of investment and dividend payment model under debt control with time-inconsistency (Q1721442) (← links)
• Derivatives trading for insurers (Q1757608) (← links)
• Robust non-zero-sum investment and reinsurance game with default risk (Q1757617) (← links)
• Stochastic differential portfolio games for an insurer in a jump-diffusion risk process (Q1935921) (← links)
• Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion (Q1983681) (← links)
• Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance (Q2004551) (← links)
• Robust optimal investment and reinsurance problem for a general insurance company under Heston model (Q2014373) (← 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)
• PERSONAL NON-LIFE INSURANCE DECISIONS AND THE WELFARE LOSS FROM FLAT DEDUCTIBLES (Q4629472) (← links)
• Optimal reinsurance and dividend under model uncertainty (Q6131024) (← 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)