Pages that link to "Item:Q659098"
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The following pages link to Optimal investment and reinsurance of an insurer with model uncertainty (Q659098):
Displaying 18 items.
- Optimal investment of an insurer with regime-switching and risk constraint (Q4576870) (← links)
- Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria (Q4576923) (← links)
- PERSONAL NON-LIFE INSURANCE DECISIONS AND THE WELFARE LOSS FROM FLAT DEDUCTIBLES (Q4629472) (← links)
- Robust optimal investment and reinsurance problems with learning (Q4990504) (← links)
- Optimal investment and premium control for insurers with ambiguity (Q5077411) (← links)
- Robust reinsurance contracts with risk constraint (Q5117680) (← links)
- Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity (Q5151534) (← links)
- Robust portfolio choice for a defined contribution pension plan with stochastic income and interest rate (Q5154061) (← links)
- Optimal Reinsurance and Investment for a Jump Diffusion Risk Process under the CEV Model (Q5168710) (← links)
- Household consumption-investment-insurance decisions with uncertain income and market ambiguity (Q5861811) (← links)
- Optimal reinsurance and dividend under model uncertainty (Q6131024) (← links)
- Optimal proportional reinsurance to maximize an insurer’s exponential utility under unobservable drift (Q6171940) (← 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)
- Robust reinsurance and investment strategies under principal-agent framework (Q6549619) (← links)
- Robust Dividend, Financing, and Reinsurance Strategies Under Model Uncertainty with Proportional Transaction Costs (Q6583001) (← links)
- Optimal investment and reinsurance strategies for an insurer with regime-switching (Q6655907) (← links)
- Optimal reinsurance strategy with mean-variance premium principle and relative performance concern (Q6667345) (← links)