Pages that link to "Item:Q995514"

The following pages link to Optimal investment for an insurer: the martingale approach (Q995514):

Displaying 43 items.

• A characterization of equilibrium strategies in continuous-time mean-variance problems for insurers (Q320304) (← links)
• Optimal investment and risk control for an insurer under inside information (Q343979) (← links)
• Optimal investment with multiple risky assets for an insurer with modified periodic risk process (Q498092) (← links)
• Continuous time mean variance asset allocation: a time-consistent strategy (Q621709) (← links)
• Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer (Q646755) (← links)
• Optimal asset allocation for a general portfolio of life insurance policies (Q659221) (← links)
• A benchmarking approach to optimal asset allocation for insurers and pension funds (Q659228) (← links)
• Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market (Q659255) (← links)
• Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks (Q743147) (← links)
• Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation (Q846513) (← links)
• Optimal investment for an insurer in the Lévy market: the martingale approach (Q923862) (← links)
• Dynamic mean-variance problem with constrained risk control for the insurers (Q1006562) (← links)
• Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility (Q1616790) (← links)
• Optimal investment and risk control for an insurer with stochastic factor (Q1728224) (← links)
• Optimal mean-variance problem with constrained controls in a jump-diffusion financial market for an insurer (Q1955571) (← links)
• Optimal investment with multiple risky assets for an insurer in an incomplete market (Q1956113) (← links)
• Optimal mean-variance reinsurance in a financial market with stochastic rate of return (Q1983739) (← links)
• Optimal time-consistent investment and reinsurance strategy under time delay and risk dependent model (Q2007166) (← links)
• Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model (Q2015617) (← links)
• Optimal investment for an insurer under liquid reserves (Q2031332) (← links)
• Martingale method for optimal investment and proportional reinsurance (Q2036123) (← links)
• Time-consistent investment-reinsurance strategy with a defaultable security under ambiguous environment (Q2076384) (← links)
• Optimal investment and reinsurance of insurers with lognormal stochastic factor model (Q2119453) (← links)
• Optimal reinsurance-investment problem for maximizing the product of the insurer's and the reinsurer's utilities under a CEV model (Q2252739) (← links)
• Optimal investment-reinsurance policy with stochastic interest and inflation rates (Q2298524) (← links)
• Markowitz's mean-variance optimization with investment and constrained reinsurance (Q2358493) (← links)
• Structure condition under initial enlargement of filtration (Q2360964) (← links)
• Portfolio selection and risk control for an insurer in the Lévy market under mean-variance criterion (Q2405932) (← links)
• Optimal investment strategies for an insurer and a reinsurer with a jump diffusion risk process under the CEV model (Q2406314) (← links)
• Portfolio selection problem with multiple risky assets under the constant elasticity of variance model (Q2427824) (← links)
• Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer (Q2449384) (← links)
• Mean-variance portfolio selection for a non-life insurance company (Q2472194) (← links)
• Optimal investment and risk control policies for an insurer: expected utility maximization (Q2513618) (← links)
• Exponential utility maximization for an insurer with time-inconsistent preferences (Q2520436) (← links)
• Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market (Q2633700) (← links)
• Non-zero-sum reinsurance and investment game with correlation between insurance market and financial market under CEV model (Q2691381) (← links)
• Optimal investment strategy for an insurer with partial information in capital and insurance markets (Q2691446) (← links)
• Optimal portfolio problem for an insurer under mean-variance criteria with jump-diffusion stochastic volatility model (Q2698613) (← links)
• Optimal portfolio selection in a Lévy market with uncontrolled cash flow and only risky assets (Q2871726) (← links)
• On efficiency of mean–variance based portfolio selection in defined contribution pension schemes (Q2879023) (← links)
• COMPARISON OF MEAN VARIANCE LIKE STRATEGIES FOR OPTIMAL ASSET ALLOCATION PROBLEMS (Q2882690) (← links)
• Optimal investment with transaction costs and dividends for an insurer (Q2954353) (← links)
• A simple solution to a continuous-time mean-variance portfolio selection via the mean-variance hedging (Q3121440) (← links)