Pages that link to "Item:Q724542"
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The following pages link to Robust optimal investment and reinsurance problem for the product of the insurer's and the reinsurer's utilities (Q724542):
Displaying 30 items.
- Optimal reinsurance-investment problem under mean-variance criterion with \(n\) risky assets (Q782116) (← links)
- Optimal reinsurance and investment strategies for an insurer and a reinsurer under Hestons SV model: HARA utility and Legendre transform (Q1983760) (← links)
- Optimal portfolio selection for a defined-contribution plan under two administrative fees and return of premium clauses (Q2043194) (← links)
- Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty (Q2076903) (← links)
- The optimal reinsurance-investment problem considering the joint interests of an insurer and a reinsurer under HARA utility (Q2088149) (← links)
- Robust optimal investment problem with delay under Heston's model (Q2152268) (← links)
- Optimal excess-of-loss reinsurance and investment problem with thinning dependent risks under Heston model (Q2196052) (← links)
- Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks (Q2306384) (← links)
- A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling (Q2332719) (← links)
- Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk (Q2656079) (← links)
- Robust optimal excess-of-loss reinsurance and investment problem with more general dependent claim risks and defaultable risk (Q2684941) (← links)
- Optimal investment-reinsurance strategy with derivatives trading under the joint interests of an insurer and a reinsurer (Q2699113) (← links)
- Optimal reinsurance and investment problem with default risk and bounded memory (Q3386600) (← links)
- Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond (Q5079124) (← links)
- Robust optimal insurance and investment strategies for the government and the insurance company under mispricing phenomenon (Q5079461) (← links)
- Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process (Q5079961) (← links)
- Optimal investment and risk control policies for an insurer in an incomplete market (Q5239078) (← links)
- A Stackelberg reinsurance–investment game with asymmetric information and delay (Q5860820) (← links)
- Equilibrium reinsurance strategies for <i>n</i> insurers under a unified competition and cooperation framework (Q5861817) (← links)
- Optimal investment and reinsurance problem toward joint interests of the insurer and the reinsurer under default risk (Q5867741) (← links)
- The optimal deductible and coverage in insurance contracts and equilibrium risk sharing policies (Q6101861) (← links)
- Robust optimal proportional reinsurance and investment strategy for an insurer and a reinsurer with delay and jumps (Q6102883) (← links)
- Optimal investment in a general stochastic factor framework under model uncertainty (Q6154310) (← links)
- Robust equilibrium reinsurance and investment strategy for the insurer and reinsurer under weighted mean-variance criterion (Q6193399) (← links)
- Optimal reinsurance strategy for an insurer and a reinsurer with generalized variance premium principle (Q6534727) (← links)
- Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle (Q6547002) (← links)
- Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure (Q6554617) (← links)
- Robust non-zero-sum stochastic differential game of two insurers with common shock and CDS transaction (Q6594800) (← links)
- A Stackelberg–Nash equilibrium with investment and reinsurance in mixed leadership game (Q6609075) (← links)
- Alpha-robust mean-variance reinsurance and investment strategies with transaction costs (Q6653506) (← links)
