Pages that link to "Item:Q2406314"

The following pages link to Optimal investment strategies for an insurer and a reinsurer with a jump diffusion risk process under the CEV model (Q2406314):

Displaying 32 items.

• The \(CEV\) model and its application to financial markets with volatility uncertainty (Q724483) (← links)
• Optimal reinsurance-investment problem under mean-variance criterion with \(n\) risky assets (Q782116) (← links)
• Optimal proportional reinsurance and investment for a constant elasticity of variance model under variance principle (Q902317) (← links)
• Optimal control of investment-reinsurance problem for an insurer with jump-diffusion risk process: independence of Brownian motions (Q1722323) (← links)
• Optimal reinsurance and investment strategies for an insurer and a reinsurer under Hestons SV model: HARA utility and Legendre transform (Q1983760) (← links)
• A reinsurance and investment game between two insurers under the CEV model (Q2007108) (← links)
• Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model (Q2013623) (← links)
• Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model (Q2015617) (← links)
• Optimal portfolio selection for a defined-contribution plan under two administrative fees and return of premium clauses (Q2043194) (← links)
• The optimal reinsurance-investment problem considering the joint interests of an insurer and a reinsurer under HARA utility (Q2088149) (← links)
• Optimal investment and reinsurance of insurers with lognormal stochastic factor model (Q2119453) (← links)
• Optimal investment-reinsurance strategy in the correlated insurance and financial markets (Q2165792) (← links)
• Optimal reinsurance-investment problem with dependent risks based on Legendre transform (Q2190278) (← links)
• Optimal excess-of-loss reinsurance and investment problem with thinning dependent risks under Heston model (Q2196052) (← links)
• Optimal investment and reinsurance with premium control (Q2244242) (← links)
• Optimal reinsurance-investment problem for maximizing the product of the insurer's and the reinsurer's utilities under a CEV model (Q2252739) (← links)
• Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks (Q2306384) (← links)
• The fractional and mixed-fractional CEV model (Q2315921) (← links)
• Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models (Q2360965) (← links)
• Non-zero-sum reinsurance and investment game with correlation between insurance market and financial market under CEV model (Q2691381) (← links)
• Investment strategy for insurers under mean-variance criterion without terminal constraint (Q2926957) (← links)
• Optimal investment strategy for both insurer and reinsurer (Q3132142) (← links)
• Non-zero-sum reinsurance and investment game between two mean-variance insurers under the CEV model (Q5015999) (← links)
• Optimal investment and life insurance strategies in a mixed jump-diffusion framework (Q5077478) (← links)
• Optimal investment strategy for a family with a random household expenditure under the CEV model (Q5095988) (← links)
• (Q5497515) (← links)
• Optimal investment and reinsurance strategies for an insurer with stochastic economic factor (Q5886710) (← links)
• Asymptotic solution of optimal reinsurance and investment problem with correlation risk for an insurer under the CEV model (Q6105532) (← links)
• A Heston local-stochastic volatility model for optimal investment-reinsurance strategy with a defaultable bond in an ambiguous environment (Q6149349) (← links)
• Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model (Q6170565) (← links)
• Optimal strategies for an ambiguity-averse insurer under a jump-diffusion model and defaultable risk (Q6534590) (← links)
• Optimal investment policy for insurers under the constant elasticity of variance model with a correlated random risk process (Q6534681) (← links)