Pages that link to "Item:Q2358493"
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The following pages link to Markowitz's mean-variance optimization with investment and constrained reinsurance (Q2358493):
Displaying 9 items.
- Dynamic mean-variance problem with constrained risk control for the insurers (Q1006562) (← links)
- Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints (Q2171072) (← links)
- Optimal investment and risk control problems with delay for an insurer in defaultable market (Q2244231) (← links)
- Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer (Q2449384) (← links)
- Mean-variance portfolio selection for a non-life insurance company (Q2472194) (← links)
- Solution of Hamilton-Jacobi-Bellman equation in optimal reinsurance strategy under dynamic VaR constraint (Q2631901) (← links)
- Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information (Q2674938) (← links)
- Optimal investment and proportional reinsurance with constrained control variables (Q3098479) (← links)
- Optimal reinsurance and investment strategies for an insurer under monotone mean-variance criterion (Q5158321) (← links)