Pages that link to "Item:Q995514"
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The following pages link to Optimal investment for an insurer: the martingale approach (Q995514):
Displaying 11 items.
- Martingale and duality methods for optimal investment and reinsurance problem in a Lévy model (Q5078056) (← links)
- (Q5157685) (← links)
- Optimal investment and risk control policies for an insurer in an incomplete market (Q5239078) (← links)
- Time-Consistent Investment and Reinsurance Strategies for Mean–Variance Insurers in <i>N</i>-Agent and Mean-Field Games (Q5877349) (← links)
- Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security (Q5964415) (← links)
- Asymptotic solution of optimal reinsurance and investment problem with correlation risk for an insurer under the CEV model (Q6105532) (← links)
- Optimal investment strategies for an insurer with liquid constraint (Q6106187) (← links)
- Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein–Uhlenbeck process (Q6114645) (← links)
- Optimal reinsurance and investment problem with multiple risky assets and correlation risk for an insurer under the Ornstein-Uhlenbeck model (Q6541109) (← links)
- ALM for insurers with multiple underwriting lines and portfolio constraints: a Lagrangian duality approach (Q6552668) (← links)
- Optimal reinsurance and investment problems to minimize the probability of drawdown (Q6574089) (← links)