Pages that link to "Item:Q2015626"
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The following pages link to Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model (Q2015626):
Displaying 17 items.
- Robust portfolio choice with limited attention (Q6153095) (← links)
- Robust optimal investment strategies for mean-variance asset-liability management under 4/2 stochastic volatility models (Q6164849) (← links)
- Robust Control Problems of BSDEs Coupled with Value Functions (Q6169621) (← links)
- Robust equilibrium reinsurance and investment strategy for the insurer and reinsurer under weighted mean-variance criterion (Q6193399) (← links)
- Optimal strategies for an ambiguity-averse insurer under a jump-diffusion model and defaultable risk (Q6534590) (← links)
- Optimal payout strategies when Bruno de Finetti meets model uncertainty (Q6543153) (← links)
- Robust reinsurance and investment strategies under principal-agent framework (Q6549619) (← links)
- Robust optimal per-loss reinsurance strategy for an ambiguity-averse insurer (Q6559910) (← links)
- Robust equilibrium investment-reinsurance strategy for <i>n</i> competitive insurers with square-root factor process (Q6571758) (← links)
- Robust Dividend, Financing, and Reinsurance Strategies Under Model Uncertainty with Proportional Transaction Costs (Q6583001) (← links)
- Robust non-zero-sum stochastic differential game of two insurers with common shock and CDS transaction (Q6594800) (← links)
- The Legendre transform-dual-asymptotic solution for optimal investment strategy with random incomes (Q6641345) (← links)
- Robust investment and proportional reinsurance strategy with delay and jumps in a stochastic Stackelberg differential game (Q6643669) (← links)
- Alpha-robust mean-variance reinsurance and investment strategies with transaction costs (Q6653506) (← links)
- Reinsurance contracts under Stackelberg game and market equilibrium (Q6658851) (← links)
- Robust optimal reinsurance-investment strategy with extrapolative bias premiums and ambiguity aversion (Q6660346) (← links)
- Optimal reinsurance strategy with mean-variance premium principle and relative performance concern (Q6667345) (← links)
