Pages that link to "Item:Q931183"
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The following pages link to Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint (Q931183):
Displaying 50 items.
- Optimal investment problem for an insurer and a reinsurer (Q256739) (← links)
- Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model (Q282274) (← links)
- Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling (Q282282) (← links)
- Minimisation of penalty payments by investments and reinsurance (Q303741) (← 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)
- Optimal investment and risk control for an insurer under inside information (Q343979) (← links)
- Optimal investment and excess of loss reinsurance with short-selling constraint (Q475706) (← links)
- Optimal debt ratio and dividend payment strategies with reinsurance (Q495502) (← links)
- Optimal reinsurance and investment policies with the CEV stock market (Q517202) (← links)
- Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information (Q519261) (← links)
- Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection (Q625791) (← links)
- Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process (Q634007) (← links)
- On optimal investment in a reinsurance context with a point process market model (Q661254) (← links)
- Robust optimal investment and reinsurance problem for the product of the insurer's and the reinsurer's utilities (Q724542) (← links)
- Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks (Q743147) (← links)
- Optimal reinsurance and investment with unobservable claim size and intensity (Q743155) (← links)
- Optimal reinsurance-investment strategy for a dynamic contagion claim model (Q784437) (← links)
- Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables (Q898969) (← links)
- Optimal reinsurance with both proportional and fixed costs (Q900546) (← links)
- Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility (Q1616790) (← links)
- Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing (Q1641145) (← links)
- Optimal investment and premium control in a nonlinear diffusion model (Q1690570) (← links)
- Robust portfolio decisions for financial institutions (Q1714474) (← links)
- Optimal investment and reinsurance for insurers with uncertain time-horizon (Q1718017) (← links)
- Stochastic optimal control of investment and dividend payment model under debt control with time-inconsistency (Q1721442) (← links)
- Optimal reinsurance-investment problem for an insurer and a reinsurer with jump-diffusion process (Q1727315) (← links)
- Optimal reinsurance-investment strategy under risks of interest rate, exchange rate and inflation (Q1739353) (← links)
- Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q1743390) (← links)
- Non-zero-sum reinsurance games subject to ambiguous correlations (Q1755812) (← links)
- Derivatives trading for insurers (Q1757608) (← links)
- Robust non-zero-sum investment and reinsurance game with default risk (Q1757617) (← links)
- On optimal proportional reinsurance and investment in a Markovian regime-switching economy (Q1943015) (← links)
- Optimization problems of excess-of-loss reinsurance and investment under the CEV model (Q1952495) (← links)
- Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance (Q2004551) (← links)
- A reinsurance and investment game between two insurers under the CEV model (Q2007108) (← links)
- Optimal time-consistent investment and reinsurance strategy under time delay and risk dependent model (Q2007166) (← links)
- Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model (Q2013623) (← links)
- Robust optimal investment and reinsurance problem for a general insurance company under Heston model (Q2014373) (← links)
- Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model (Q2015617) (← 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)
- A non-zero-sum reinsurance-investment game with delay and asymmetric information (Q2031383) (← links)
- Martingale method for optimal investment and proportional reinsurance (Q2036123) (← links)
- Robust optimal proportional reinsurance and investment strategy for an insurer with Ornstein-Uhlenbeck process (Q5213096) (← links)
- Optimal investment and reinsurance policies in insurance markets under the effect of inside information (Q5414518) (← links)
- Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model (Q5414522) (← links)
- Optimal proportional and excess-of-loss reinsurance for multiple classes of insurance business (Q6089414) (← links)
- Robust optimal proportional reinsurance and investment strategy for an insurer and a reinsurer with delay and jumps (Q6102883) (← links)
- A Heston local-stochastic volatility model for optimal investment-reinsurance strategy with a defaultable bond in an ambiguous environment (Q6149349) (← links)
