Pages that link to "Item:Q2274152"
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The following pages link to Optimal mean-variance investment/reinsurance with common shock in a regime-switching market (Q2274152):
Displaying 15 items.
- Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q328530) (← links)
- Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q1743390) (← links)
- Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers (Q2015659) (← links)
- Robust optimal strategies of DC pension plans with stochastic volatility and stochastic income under mean-variance criteria (Q2076400) (← links)
- Optimal mean-variance investment-reinsurance strategy for a dependent risk model with Ornstein-Uhlenbeck process (Q2152261) (← links)
- Optimal reinsurance and investment under common shock dependence between financial and actuarial markets (Q2155853) (← links)
- Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence (Q2520452) (← links)
- Optimal reinsurance and investment in a Markovian regime-switching economy with delay and common shock (Q5064289) (← links)
- Optimal dividends and reinsurance with capital injection under thinning dependence (Q5093750) (← links)
- Robust equilibrium strategy for DC pension plan with the return of premiums clauses in a jump-diffusion model (Q5880386) (← links)
- Optimal proportional reinsurance to maximize an insurer’s exponential utility under unobservable drift (Q6171940) (← links)
- Optimal reinsurance-investment problem for two competitive or cooperative insurers under two investment patterns (Q6541127) (← links)
- Robust non-zero-sum stochastic differential game of two insurers with common shock and CDS transaction (Q6594800) (← links)
- Optimal investment and reinsurance strategies for an insurer with regime-switching (Q6655907) (← links)
- Mean-variance reinsurance and asset liability management with common shock via non-Markovian stochastic factors (Q6666642) (← links)
