Pages that link to "Item:Q659110"
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The following pages link to Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation (Q659110):
Displaying 6 items.
- Optimal investment and reinsurance policies in insurance markets under the effect of inside information (Q5414518) (← links)
- Optimal portfolio and reinsurance with two differential risky assets (Q6096177) (← links)
- A Heston local-stochastic volatility model for optimal investment-reinsurance strategy with a defaultable bond in an ambiguous environment (Q6149349) (← links)
- Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks (Q6152708) (← links)
- Optimal time-consistent investment-reinsurance strategy for state-dependent risk aversion with delay and common shocks (Q6170103) (← links)
- Optimal reinsurance-investment problem under a CEV model: stochastic differential game formulation (Q6534455) (← links)