Pages that link to "Item:Q2347064"

The following pages link to Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process (Q2347064):

Displaying 33 items.

• Mean-variance problem for an insurer with default risk under a jump-diffusion risk model (Q5076896) (← links)
• Optimal deterministic reinsurance and investment for an insurer under mean–variance criterion (Q5078527) (← links)
• Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences—Stochastic Factor Case (Q5108226) (← links)
• Robust reinsurance contracts with risk constraint (Q5117680) (← links)
• Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility (Q5140643) (← links)
• (Q5497515) (← links)
• Optimal investment and reinsurance problem toward joint interests of the insurer and the reinsurer under default risk (Q5867741) (← links)
• Optimal mean-variance reinsurance and investment strategy with constraints in a non-Markovian regime-switching model (Q5880052) (← links)
• Optimal investment and reinsurance strategies for an insurer with stochastic economic factor (Q5886710) (← 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)
• Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach (Q6098178) (← links)
• Robust optimal asset-liability management with mispricing and stochastic factor market dynamics (Q6152696) (← links)
• Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks (Q6152708) (← links)
• Optimal investment and reinsurance strategies under 4/2 stochastic volatility model (Q6156011) (← links)
• A class of non-zero-sum stochastic differential games between two mean–variance insurers under stochastic volatility (Q6163064) (← links)
• Pricing and hedging for correlation options with regime switching and common jump risk (Q6164724) (← links)
• Robust optimal investment strategies for mean-variance asset-liability management under 4/2 stochastic volatility models (Q6164849) (← links)
• Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model (Q6170565) (← links)
• Robust equilibrium reinsurance and investment strategy for the insurer and reinsurer under weighted mean-variance criterion (Q6193399) (← links)
• (Q6200370) (← links)
• Optimal strategies for an ambiguity-averse insurer under a jump-diffusion model and defaultable risk (Q6534590) (← links)
• Non-zero-sum stochastic differential games for asset-liability management with stochastic inflation and stochastic volatility (Q6541020) (← links)
• Optimal investment, consumption, and work effort strategies with stochastic salary under the HLSV model (Q6543770) (← links)
• Equilibrium reinsurance strategy and mean residual life function (Q6565534) (← links)
• Robust equilibrium investment-reinsurance strategy for <i>n</i> competitive insurers with square-root factor process (Q6571758) (← links)
• Robust asset-liability management games for \(n\) players under multivariate stochastic covariance models (Q6573815) (← links)
• Optimal reinsurance and investment problems to minimize the probability of drawdown (Q6574089) (← links)
• Constrained monotone mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients (Q6577514) (← links)
• Constrained mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients (Q6621503) (← links)
• Optimal investment-reinsurance strategies for an insurer with options trading under model ambiguity (Q6643671) (← links)
• Optimal investment and reinsurance strategies for an insurer with regime-switching (Q6655907) (← links)
• Mean-variance reinsurance and asset liability management with common shock via non-Markovian stochastic factors (Q6666642) (← links)