Pages that link to "Item:Q898969"
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The following pages link to Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables (Q898969):
Displaying 8 items.
- Sustainable management of fossil fuels: a dynamic stochastic optimization approach with jump-diffusion (Q323525) (← links)
- Robust optimal investment and reinsurance problem for the product of the insurer's and the reinsurer's utilities (Q724542) (← links)
- Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model (Q1639554) (← links)
- Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
- Performance evaluation of portfolios with fuzzy returns (Q5214313) (← links)
- A hybrid reinsurance-investment game with delay and asymmetric information (Q6126033) (← links)
- A Stackelberg reinsurance-investment game with derivatives trading (Q6161744) (← links)
- Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model (Q6170565) (← links)
