Pages that link to "Item:Q2259036"

The following pages link to Optimal excess-of-loss reinsurance and investment polices under the CEV model (Q2259036):

Displaying 9 items.

• Optimal reinsurance and investment policies with the CEV stock market (Q517202) (← links)
• Optimal limited stop-loss reinsurance under VaR, TVaR, and CTE risk measures (Q1664753) (← links)
• Optimization problems of excess-of-loss reinsurance and investment under the CEV model (Q1952495) (← links)
• A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling (Q2332719) (← links)
• Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model (Q2447423) (← links)
• Optimal investment and reinsurance problem with jump-diffusion model (Q5079465) (← links)
• Optimal investment strategy for a family with a random household expenditure under the CEV model (Q5095988) (← links)
• The investment and reinsurance game of insurers and reinsurers with default risk under CEV model (Q6181238) (← links)
• Optimal investment policy for insurers under the constant elasticity of variance model with a correlated random risk process (Q6534681) (← links)