Pages that link to "Item:Q2244207"
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The following pages link to Optimal investment-reinsurance policy with regime switching and value-at-risk constraint (Q2244207):
Displaying 8 items.
- Optimal investment-reinsurance policy for an insurance company with VaR constraint (Q661229) (← links)
- Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets (Q1735027) (← links)
- Optimal investment-consumption strategy with liability and regime switching model under value-at-risk constraint (Q1740034) (← links)
- Constrained investment-reinsurance optimization with regime switching under variance premium principle (Q2374119) (← links)
- The optimal mean-variance investment strategy under value-at-risk constraints (Q2445346) (← links)
- Optimal investment with a value-at-risk constraint (Q2450805) (← links)
- Optimal approach for insurance company with threshold dividend strategy under dynamic VaR constraint (Q2823729) (← links)
- Optimal investment-reinsurance with dynamic risk constraint and regime switching (Q2868609) (← links)