Pages that link to "Item:Q2240102"
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The following pages link to Optimal reinsurance and investment strategy with delay in Heston's SV model (Q2240102):
Displaying 8 items.
- Optimal time-consistent investment and reinsurance strategy under time delay and risk dependent model (Q2007166) (← links)
- Robust optimal investment problem with delay under Heston's model (Q2152268) (← links)
- Optimal reinsurance and investment strategy for an insurer in a model with delay and jumps (Q2195957) (← links)
- Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston's SV model (Q2347109) (← links)
- Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model (Q2444720) (← links)
- Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach (Q2513435) (← links)
- Equilibrium investment-reinsurance strategy with delay and common shock dependence under Heston's SV model (Q5057967) (← links)
- Optimal time-consistent investment and reinsurance strategies with default risk and delay under Heston's SV model (Q6483752) (← links)