Pages that link to "Item:Q2036123"
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The following pages link to Martingale method for optimal investment and proportional reinsurance (Q2036123):
Displaying 4 items.
- Optimal investment for an insurer in the Lévy market: the martingale approach (Q923862) (← links)
- Optimal investment for an insurer: the martingale approach (Q995514) (← links)
- Optimal portfolio problem for an insurer under mean-variance criteria with jump-diffusion stochastic volatility model (Q2698613) (← links)
- Optimal investment strategy for the DC pension plan based on jump diffusion model and S-shaped utility (Q6633205) (← links)