Pages that link to "Item:Q661229"

The following pages link to Optimal investment-reinsurance policy for an insurance company with VaR constraint (Q661229):

Displaying 10 items.

• Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling (Q282282) (← links)
• Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk (Q333902) (← links)
• Optimal management of DC pension plan under loss aversion and value-at-risk constraints (Q344000) (← links)
• Optimal reinsurance and investment strategies for insurers with mispricing and model ambiguity (Q506097) (← links)
• Time-consistent proportional reinsurance and investment strategies under ambiguous environment (Q1622519) (← 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)
• Robust optimal proportional reinsurance and investment strategy for an insurer and a reinsurer with delay and jumps (Q6102883) (← links)
• A hybrid reinsurance-investment game with delay and asymmetric information (Q6126033) (← links)
• A Stackelberg reinsurance-investment game with derivatives trading (Q6161744) (← links)