Pages that link to "Item:Q3518568"
From MaRDI portal
The following pages link to Risk minimizing portfolios and HJBI equations for stochastic differential games (Q3518568):
Displaying 22 items.
- Risk minimization for an insurer with investment and reinsurance via <i>g</i>-expectation (Q5077872) (← links)
- Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond (Q5079124) (← links)
- Robust optimal R&D investment under technical uncertainty in a regime-switching environment (Q5085234) (← links)
- Stochastic Control of Optimized Certainty Equivalents (Q5097215) (← links)
- Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences—Stochastic Factor Case (Q5108226) (← links)
- Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model (Q5117677) (← links)
- Stochastic Brownian Game of Absolute Dominance (Q5169736) (← links)
- Robust optimal proportional reinsurance and investment strategy for an insurer with Ornstein-Uhlenbeck process (Q5213096) (← links)
- Relationship between maximum principle and dynamic programming for stochastic differential games of jump diffusions (Q5494488) (← links)
- KELLY TRADING AND MARKET EQUILIBRIUM (Q5889360) (← links)
- Optimal reinsurance and dividend under model uncertainty (Q6131024) (← links)
- Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance (Q6133186) (← links)
- Robust optimal asset-liability management with mispricing and stochastic factor market dynamics (Q6152696) (← links)
- Optimal investment in a general stochastic factor framework under model uncertainty (Q6154310) (← links)
- Asymptotic analysis of a Stackelberg differential game for insurance under model ambiguity (Q6169660) (← links)
- Non-zero-sum stochastic differential games for asset-liability management with stochastic inflation and stochastic volatility (Q6541020) (← links)
- Risk-based optimal portfolio of an insurance firm with regime switching and noisy memory (Q6556595) (← links)
- Reinsurance games with \(n\) variance-premium reinsurers: from tree to chain (Q6569746) (← links)
- Robust asset-liability management games for \(n\) players under multivariate stochastic covariance models (Q6573815) (← links)
- Optimal investment and reinsurance policies for the Cramér–Lundberg risk model under monotone mean-variance preference (Q6575260) (← links)
- Robust Dividend, Financing, and Reinsurance Strategies Under Model Uncertainty with Proportional Transaction Costs (Q6583001) (← links)
- Robust non-zero-sum stochastic differential game of two insurers with common shock and CDS transaction (Q6594800) (← links)
