Pages that link to "Item:Q4576956"

The following pages link to Optimal dynamic reinsurance with dependent risks: variance premium principle (Q4576956):

Displaying 31 items.

• 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 excess-of-loss reinsurance and investment with stochastic factor process (Q5057347) (← links)
• Equilibrium investment-reinsurance strategy with delay and common shock dependence under Heston's SV model (Q5057967) (← links)
• Optimal investment problem between two insurers with value-added service (Q5078487) (← links)
• Optimal dividends and reinsurance with capital injection under thinning dependence (Q5093750) (← links)
• The optimal reinsurance problem towards joint interests of the insurer and the reinsurer with dependent risks (Q5115395) (← links)
• Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle (Q5140640) (← links)
• Optimal proportional reinsurance with a loss-dependent premium principle (Q5242228) (← links)
• Portfolio optimization for jump‐diffusion risky assets with common shock dependence and state dependent risk aversion (Q5346595) (← links)
• OPTIMAL MEAN–VARIANCE REINSURANCE WITH COMMON SHOCK DEPENDENCE (Q5369466) (← links)
• Optimal investment-reinsurance problems with common shock dependent risks under two kinds of premium principles (Q5380970) (← links)
• STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE (Q5745199) (← links)
• Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game (Q5865317) (← links)
• Testing independence between discrete random variables (Q5875273) (← links)
• Robust optimal proportional reinsurance and investment problem for an insurer with delay and dependent risks (Q6060868) (← links)
• Optimal proportional and excess-of-loss reinsurance for multiple classes of insurance business (Q6089414) (← links)
• Optimal reinsurance and investment problem with the minimum capital deposit constraint (Q6096152) (← links)
• The optimal deductible and coverage in insurance contracts and equilibrium risk sharing policies (Q6101861) (← links)
• Optimal time-consistent investment-reinsurance strategy for state-dependent risk aversion with delay and common shocks (Q6170103) (← links)
• On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading (Q6173893) (← links)
• Optimal reinsurance strategy for an insurer and a reinsurer with generalized variance premium principle (Q6534727) (← links)
• Robust reinsurance and investment strategies under principal-agent framework (Q6549619) (← links)
• A two-layer stochastic differential investment and reinsurance game with default risk under the bi-fractional Brownian motion environment (Q6551480) (← links)
• Robust optimal per-loss reinsurance strategy for an ambiguity-averse insurer (Q6559910) (← links)
• Equilibrium reinsurance strategy and mean residual life function (Q6565534) (← links)
• Stackelberg differential reinsurance and investment game for a dependent risk model with Ornstein-Uhlenbeck process (Q6606029) (← links)
• Non-zero-sum reinsurance and investment game under thinning dependence structure: mean–variance premium principle (Q6609074) (← links)
• A two-layer stochastic game approach to reinsurance contracting and competition (Q6665602) (← links)
• Mean-variance reinsurance and asset liability management with common shock via non-Markovian stochastic factors (Q6666642) (← links)
• Optimal reinsurance strategy with mean-variance premium principle and relative performance concern (Q6667345) (← links)