Pages that link to "Item:Q2014428"
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The following pages link to Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function (Q2014428):
Displaying 10 items.
- Expected utility of the drawdown-based regime-switching risk model with state-dependent termination (Q1742717) (← links)
- On optimal proportional reinsurance and investment in a Markovian regime-switching economy (Q1943015) (← links)
- Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance (Q2004551) (← links)
- Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers (Q2015659) (← links)
- Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion (Q2445993) (← links)
- Homotopy analysis method for portfolio optimization problem under the 3/2 model (Q2661941) (← links)
- Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information (Q2674938) (← links)
- Optimal excess-of-loss reinsurance and investment strategy under state-dependent utility function (Q2825065) (← links)
- (Q4989554) (← links)
- Asset-liability management with state-dependent utility in the regime-switching market (Q6115891) (← links)
