Pages that link to "Item:Q2443229"
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The following pages link to Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps (Q2443229):
Displaying 26 items.
- ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER (Q4562959) (← links)
- Optimal reinsurance problems with extrapolative claim expectation (Q4563345) (← links)
- Time-consistent investment and reinsurance under relative performance concerns (Q4563482) (← links)
- Robust reinsurance contracts in continuous time (Q4583597) (← links)
- (Q4642932) (← links)
- Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative to Time-Consistent Mean-Variance Optimization? (Q4971982) (← links)
- Robust reinsurance contract with learning and ambiguity aversion (Q5042791) (← links)
- Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation (Q5050085) (← links)
- Martingale and duality methods for optimal investment and reinsurance problem in a Lévy model (Q5078056) (← links)
- Optimal investment problem between two insurers with value-added service (Q5078487) (← links)
- Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process (Q5079961) (← links)
- Optimal reinsurance–investment policies for insurers with mispricing under mean-variance criterion (Q5093743) (← links)
- PRACTICAL INVESTMENT CONSEQUENCES OF THE SCALARIZATION PARAMETER FORMULATION IN DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION (Q5157845) (← links)
- (Q5210165) (← links)
- Robust optimal proportional reinsurance and investment strategy for an insurer with Ornstein-Uhlenbeck process (Q5213096) (← links)
- Time-consistent mean-variance reinsurance-investment in a jump-diffusion financial market (Q5277964) (← links)
- (Q5497515) (← links)
- Time-Consistent Investment and Reinsurance Strategies for Mean–Variance Insurers in <i>N</i>-Agent and Mean-Field Games (Q5877349) (← links)
- Robust equilibrium strategy for DC pension plan with the return of premiums clauses in a jump-diffusion model (Q5880386) (← links)
- Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security (Q5964415) (← links)
- Optimal portfolio and reinsurance with two differential risky assets (Q6096177) (← links)
- Behavioral mean-risk portfolio selection in continuous time via quantile (Q6169385) (← links)
- Optimal portfolio strategy of wealth process: a Lévy process model-based method (Q6544826) (← links)
- Robust reinsurance and investment strategies under principal-agent framework (Q6549619) (← links)
- Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure (Q6554617) (← links)
- Optimal investment and reinsurance strategies for an insurer with regime-switching (Q6655907) (← links)