Pages that link to "Item:Q2514622"
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The following pages link to Optimal investment, consumption and proportional reinsurance under model uncertainty (Q2514622):
Displaying 11 items.
- Optimal investment and reinsurance of an insurer with model uncertainty (Q659098) (← links)
- Necessary and sufficient optimality conditions for regular-singular stochastic differential games with asymmetric information (Q1626506) (← links)
- Optimal investment and reinsurance for insurers with uncertain time-horizon (Q1718017) (← links)
- Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance (Q2004551) (← links)
- Bayesian optimal investment and reinsurance with dependent financial and insurance risks (Q2135611) (← links)
- Optimal investment and proportional reinsurance in the Sparre Andersen model (Q2391925) (← links)
- Optimal proportional reinsurance and investment under partial information (Q2513598) (← links)
- Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff (Q2514608) (← links)
- Exponential utility maximization for an insurer with time-inconsistent preferences (Q2520436) (← links)
- Robust optimal investment and reinsurance for an insurer with inside information (Q2656984) (← links)
- Optimal investment and premium control for insurers with ambiguity (Q5077411) (← links)