Pages that link to "Item:Q2195957"
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The following pages link to Optimal reinsurance and investment strategy for an insurer in a model with delay and jumps (Q2195957):
Displaying 12 items.
- Optimal reinsurance strategy under fixed cost and delay (Q1009679) (← links)
- Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model (Q1639554) (← links)
- Optimal time-consistent investment and reinsurance strategy under time delay and risk dependent model (Q2007166) (← links)
- An optimal portfolio problem of DC pension with input-delay and jump-diffusion process (Q2193347) (← links)
- Optimal reinsurance and investment strategy with delay in Heston's SV model (Q2240102) (← links)
- Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach (Q2513435) (← links)
- Robust optimal investment and reinsurance for an insurer with inside information (Q2656984) (← links)
- Optimal reinsurance and investment in a Markovian regime-switching economy with delay and common shock (Q5064289) (← links)
- (Q5497515) (← links)
- Robust optimal proportional reinsurance and investment problem for an insurer with delay and dependent risks (Q6060868) (← links)
- Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework (Q6096581) (← links)
- Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model (Q6170565) (← links)