Pages that link to "Item:Q1740034"
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The following pages link to Optimal investment-consumption strategy with liability and regime switching model under value-at-risk constraint (Q1740034):
Displaying 3 items.
- Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints (Q2656996) (← links)
- OPTIMAL PORTFOLIO AND CONSUMPTION FOR A MARKOVIAN REGIME-SWITCHING JUMP-DIFFUSION PROCESS (Q5164391) (← links)
- Dynamic programming for an investmentćonsumption problem in illiquid markets with regime-switching (Q5265538) (← links)