Pages that link to "Item:Q896745"

The following pages link to Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information (Q896745):

Displaying 30 items.

• Time-consistent mean-variance portfolio optimization: a numerical impulse control approach (Q1622505) (← links)
• Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers (Q1735037) (← links)
• Derivatives trading for insurers (Q1757608) (← links)
• Equilibrium time-consistent strategy for corporate international investment problem with mean-variance criterion (Q1792974) (← links)
• Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion (Q1983681) (← links)
• Robust optimal reinsurance and investment strategies for an AAI with multiple risks (Q2010895) (← links)
• Continuous-time mean-variance portfolio selection with regime-switching financial market: time-consistent solution (Q2022311) (← links)
• The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors (Q2029065) (← links)
• Equilibrium reinsurance-investment strategies with partial information and common shock dependence (Q2070705) (← links)
• Portfolio optimization for jump-diffusion risky assets with regime switching: a time-consistent approach (Q2076436) (← links)
• A general linear quadratic stochastic control and information value (Q2166430) (← links)
• Equilibrium and precommitment mean-variance portfolio selection problem with partially observed price index and multiple assets (Q2176383) (← links)
• Optimal investment problem with delay under partial information (Q2197192) (← links)
• Optimal hedging with basis risk under mean-variance criterion (Q2364001) (← links)
• Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps (Q2672856) (← links)
• Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information (Q2674938) (← links)
• Optimal investment and consumption strategies for pooled annuity with partial information (Q2681454) (← links)
• Optimal investment strategy for an insurer with partial information in capital and insurance markets (Q2691446) (← links)
• Optimal investment and risk control for an insurer with partial information in an anticipating environment (Q4562057) (← links)
• ON ROBUST MULTI-PERIOD PRE-COMMITMENT AND TIME-CONSISTENT MEAN-VARIANCE PORTFOLIO OPTIMIZATION (Q4595295) (← links)
• Optimal time-consistent reinsurance strategies for mean-variance insurers under thinning dependence structure (Q4986421) (← links)
• On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies (Q4988555) (← links)
• Mean-variance asset–liability management with partial information and uncertain time horizon (Q5009160) (← links)
• Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation (Q5050085) (← links)
• Optimal deterministic reinsurance and investment for an insurer under mean–variance criterion (Q5078527) (← links)
• PRACTICAL INVESTMENT CONSEQUENCES OF THE SCALARIZATION PARAMETER FORMULATION IN DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION (Q5157845) (← links)
• Time-consistent investment strategy for a DC pension plan with hidden Markov regime switching (Q6100577) (← links)
• A hybrid reinsurance-investment game with delay and asymmetric information (Q6126033) (← links)
• Equilibrium investment-reinsurance strategy under information asymmetry and random horizon (Q6496486) (← links)
• Robust investment and proportional reinsurance strategy with delay and jumps in a stochastic Stackelberg differential game (Q6643669) (← links)