Pages that link to "Item:Q2374119"
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The following pages link to Constrained investment-reinsurance optimization with regime switching under variance premium principle (Q2374119):
Displaying 16 items.
- Derivatives trading for insurers (Q1757608) (← links)
- Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function (Q2014428) (← links)
- Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers (Q2015659) (← links)
- Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints (Q2171072) (← links)
- Optimal investment-reinsurance policy with regime switching and value-at-risk constraint (Q2244207) (← links)
- Optimal investment and reinsurance with premium control (Q2244242) (← links)
- Optimal investment-reinsurance with dynamic risk constraint and regime switching (Q2868609) (← links)
- A simplified stochastic optimization model for logistic dynamics with control-dependent carrying capacity (Q3300982) (← links)
- ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER (Q4562959) (← links)
- Non-zero-sum reinsurance and investment game between two mean-variance insurers under the CEV model (Q5015999) (← links)
- Optimal portfolio and reinsurance with two differential risky assets (Q6096177) (← links)
- Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework (Q6096581) (← links)
- Stochastic control with inhomogeneous regime switching: application to consumption and investment with unemployment and reemployment (Q6170028) (← links)
- Optimal portfolio strategy of wealth process: a Lévy process model-based method (Q6544826) (← links)
- Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle (Q6547002) (← links)
- A two-layer stochastic game approach to reinsurance contracting and competition (Q6665602) (← links)