Pages that link to "Item:Q931183"

The following pages link to Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint (Q931183):

Displaying 50 items.

• Time-consistent investment-reinsurance strategy with a defaultable security under ambiguous environment (Q2076384) (← links)
• Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition (Q2076416) (← links)
• Optimal proportional reinsurance and pairs trading under exponential utility criterion for the insurer (Q2097469) (← links)
• Optimal investment and reinsurance of insurers with lognormal stochastic factor model (Q2119453) (← links)
• Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints (Q2171072) (← links)
• Reinsurance-investment game between two mean-variance insurers under model uncertainty (Q2196065) (← links)
• Minimizing the probability of absolute ruin under ambiguity aversion (Q2234291) (← links)
• Optimal reinsurance and investment strategy with delay in Heston's SV model (Q2240102) (← links)
• Optimal investment and reinsurance under the gamma process (Q2241632) (← links)
• A hybrid stochastic differential reinsurance and investment game with bounded memory (Q2242320) (← links)
• Optimal investment and reinsurance with premium control (Q2244242) (← 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 excess-of-loss reinsurance and investment polices under the CEV model (Q2259036) (← links)
• Optimal proportional reinsurance and investment problem with jump-diffusion risk process under effect of inside information (Q2259244) (← links)
• Stochastic differential reinsurance games with capital injections (Q2273971) (← links)
• Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion (Q2273986) (← links)
• Optimal time-consistent investment and reinsurance policies for mean-variance insurers (Q2276271) (← links)
• Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks (Q2306384) (← links)
• Asset liability management for an ordinary insurance system with proportional reinsurance in a CIR stochastic interest rate and Heston stochastic volatility framework (Q2338463) (← links)
• Robust investment-reinsurance optimization with multiscale stochastic volatility (Q2347077) (← links)
• Optimal reinsurance and investment problem for an insurer with counterparty risk (Q2347114) (← links)
• Markowitz's mean-variance optimization with investment and constrained reinsurance (Q2358493) (← links)
• Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models (Q2360965) (← links)
• Constrained investment-reinsurance optimization with regime switching under variance premium principle (Q2374119) (← links)
• A pair of optimal reinsurance-investment strategies in the two-sided exit framework (Q2374121) (← links)
• Optimal investment and proportional reinsurance in the Sparre Andersen model (Q2391925) (← links)
• Optimal investment and reinsurance for an insurer under Markov-modulated financial market (Q2397849) (← 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)
• Minimizing expected time to reach a given capital level before ruin (Q2411162) (← links)
• Optimal proportional reinsurance and investment for stochastic factor models (Q2421393) (← links)
• Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps (Q2423668) (← links)
• Optimal investment with multiple risky assets under short-selling prohibition in a periodic environment (Q2439874) (← links)
• Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model (Q2444720) (← links)
• Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion (Q2445993) (← links)
• Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model (Q2447423) (← links)
• Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer (Q2449384) (← links)
• Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach (Q2513435) (← links)
• Optimal proportional reinsurance and investment under partial information (Q2513598) (← links)
• Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff (Q2514608) (← links)
• Optimal investment, consumption and proportional reinsurance under model uncertainty (Q2514622) (← links)
• Mean-variance investment and risk control strategies -- a time-consistent approach via a forward auxiliary process (Q2657018) (← links)
• Stackelberg differential game for reinsurance: mean-variance framework and random horizon (Q2670107) (← links)
• Moment and polynomial bounds for ruin-related quantities in risk theory (Q2672152) (← links)
• Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information (Q2674938) (← links)
• Optimal dynamic reinsurance with worst-case default of the reinsurer (Q2677949) (← links)
• Optimal control on investment and reinsurance strategies with delay and common shock dependence in a jump-diffusion financial market (Q2691293) (← links)
• A Stackelberg reinsurance-investment game under Heston's stochastic volatility model (Q2691386) (← links)
• The optimal investment-reinsurance strategies for ambiguity aversion insurer in uncertain environment (Q2691400) (← links)
• A non-zero-sum stochastic differential game between two mean-variance insurers with inside information (Q2691503) (← links)