Pages that link to "Item:Q1754197"

The following pages link to Robust reinsurance contracts with uncertainty about jump risk (Q1754197):

Displaying 35 items.

• Robust non-zero-sum investment and reinsurance game with default risk (Q1757617) (← links)
• Optimal investment under ambiguous technology shocks (Q2030529) (← links)
• A non-zero-sum reinsurance-investment game with delay and asymmetric information (Q2031383) (← links)
• A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market (Q2074836) (← links)
• A marginal indemnity function approach to optimal reinsurance under the Vajda condition (Q2158053) (← links)
• Robust consumption and portfolio choice with derivatives trading (Q2171630) (← links)
• Stackelberg differential game for insurance under model ambiguity (Q2172035) (← links)
• Individual antecedents of real options appraisal: the role of national culture and ambiguity (Q2189896) (← links)
• Optimal risk exposure and dividend payout policies under model uncertainty (Q2234748) (← links)
• A hybrid stochastic differential reinsurance and investment game with bounded memory (Q2242320) (← links)
• Pricing and hedging in incomplete markets with model uncertainty (Q2286877) (← links)
• Dynamic risk-sharing game and reinsurance contract design (Q2415979) (← links)
• Reinsurance contract design when the insurer is ambiguity-averse (Q2415981) (← links)
• Optimal reinsurance under the \(\alpha\)-maxmin mean-variance criterion (Q2665856) (← links)
• Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model (Q5042789) (← links)
• Robust reinsurance contract with learning and ambiguity aversion (Q5042791) (← links)
• Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model (Q5117677) (← links)
• Robust reinsurance contracts with risk constraint (Q5117680) (← links)
• Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility (Q5140643) (← links)
• REACHING A BEQUEST GOAL WITH LIFE INSURANCE: AMBIGUITY ABOUT THE RISKY ASSET'S DRIFT AND MORTALITY'S HAZARD RATE (Q5213444) (← links)
• Household consumption-investment-insurance decisions with uncertain income and market ambiguity (Q5861811) (← links)
• Robust optimal dynamic reinsurance policies under the mean-RVaR premium principle (Q6082446) (← links)
• Time-consistent lifetime portfolio selection under smooth ambiguity (Q6099182) (← links)
• Reinsurance games with two reinsurers: tree versus chain (Q6168513) (← links)
• Reinsurance contract design with heterogeneous beliefs and learning (Q6169392) (← links)
• Stackelberg differential game for insurance under model ambiguity: general divergence (Q6169666) (← links)
• Optimal payout strategies when Bruno de Finetti meets model uncertainty (Q6543153) (← links)
• Robust reinsurance and investment strategies under principal-agent framework (Q6549619) (← links)
• Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure (Q6554617) (← links)
• Robust optimal per-loss reinsurance strategy for an ambiguity-averse insurer (Q6559910) (← links)
• Reinsurance games with \(n\) variance-premium reinsurers: from tree to chain (Q6569746) (← links)
• V@R representation theorems in ambiguous frameworks (Q6574568) (← links)
• Optimal investment-reinsurance strategies for an insurer with options trading under model ambiguity (Q6643671) (← links)
• Reinsurance contracts under Stackelberg game and market equilibrium (Q6658851) (← links)
• Robust optimal reinsurance-investment strategy with extrapolative bias premiums and ambiguity aversion (Q6660346) (← links)