Pages that link to "Item:Q2447423"
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The following pages link to Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model (Q2447423):
Displaying 32 items.
- Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria (Q4576923) (← links)
- Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps (Q4583607) (← links)
- Equilibrium excess-of-loss reinsurance–investment strategy for a mean–variance insurer under stochastic volatility model (Q4597989) (← links)
- Review of statistical actuarial risk modelling (Q4966720) (← links)
- Equilibrium excess-of-loss reinsurance and investment strategies for an insurer and a reinsurer (Q5039793) (← links)
- Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model (Q5042789) (← links)
- Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model (Q5055305) (← links)
- Optimal consumption and portfolios with the hyperbolic absolute risk aversion preference under the CEV model (Q5057355) (← links)
- Equilibrium investment-reinsurance strategy with delay and common shock dependence under Heston's SV model (Q5057967) (← links)
- Martingale and duality methods for optimal investment and reinsurance problem in a Lévy model (Q5078056) (← links)
- Optimal investment and reinsurance problem with jump-diffusion model (Q5079465) (← links)
- Optimal investment strategy for a family with a random household expenditure under the CEV model (Q5095988) (← links)
- Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model (Q5117677) (← links)
- Robust reinsurance contracts with risk constraint (Q5117680) (← links)
- Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility (Q5140643) (← links)
- Optimal investment and risk control policies for an insurer in an incomplete market (Q5239078) (← links)
- Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security (Q5964415) (← links)
- Robust optimal proportional reinsurance and investment problem for an insurer with delay and dependent risks (Q6060868) (← links)
- Optimal portfolio and reinsurance with two differential risky assets (Q6096177) (← links)
- Stochastic differential reinsurance and investment games with delay under VaR constraints⋆ (Q6118259) (← links)
- A Heston local-stochastic volatility model for optimal investment-reinsurance strategy with a defaultable bond in an ambiguous environment (Q6149349) (← links)
- Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model (Q6170565) (← links)
- The investment and reinsurance game of insurers and reinsurers with default risk under CEV model (Q6181238) (← links)
- Optimal reinsurance-investment problem under a CEV model: stochastic differential game formulation (Q6534455) (← links)
- Optimal investment strategy under the CEV model with stochastic interest rate (Q6534599) (← links)
- Optimal investment policy for insurers under the constant elasticity of variance model with a correlated random risk process (Q6534681) (← links)
- Optimal portfolio strategy of wealth process: a Lévy process model-based method (Q6544826) (← 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)
- Time-consistent strategies between two competitive DC pension plans with the return of premiums clauses and salary risk (Q6641301) (← links)
- Optimal investment and reinsurance strategies for an insurer with regime-switching (Q6655907) (← links)
- Robust optimal reinsurance-investment strategy with extrapolative bias premiums and ambiguity aversion (Q6660346) (← links)
