Pages that link to "Item:Q2520452"

The following pages link to Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence (Q2520452):

Displaying 38 items.

• Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q328530) (← links)
• Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers (Q1735037) (← links)
• Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q1743390) (← links)
• Optimal mean-variance reinsurance in a financial market with stochastic rate of return (Q1983739) (← links)
• Optimal time-consistent investment and reinsurance strategy under time delay and risk dependent model (Q2007166) (← links)
• Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks (Q2010903) (← links)
• Equilibrium reinsurance-investment strategies with partial information and common shock dependence (Q2070705) (← links)
• Portfolio optimization for jump-diffusion risky assets with regime switching: a time-consistent approach (Q2076436) (← links)
• Bayesian optimal investment and reinsurance with dependent financial and insurance risks (Q2135611) (← links)
• Manage pension deficit with heterogeneous insurance (Q2152259) (← 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)
• Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints (Q2171072) (← 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 mean-variance investment/reinsurance with common shock in a regime-switching market (Q2274152) (← links)
• Robust optimal excess-of-loss reinsurance and investment problem with delay and dependent risks (Q2296543) (← links)
• A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling (Q2332719) (← links)
• Markowitz's mean-variance optimization with investment and constrained reinsurance (Q2358493) (← links)
• Dynamic risk-sharing game and reinsurance contract design (Q2415979) (← links)
• Reinsurance of multiple risks with generic dependence structures (Q2665875) (← links)
• Robust optimal excess-of-loss reinsurance and investment problem with more general dependent claim risks and defaultable risk (Q2684941) (← links)
• Optimal control on investment and reinsurance strategies with delay and common shock dependence in a jump-diffusion financial market (Q2691293) (← links)
• Mean-variance problem for an insurer with dependent risks and stochastic interest rate in a jump-diffusion market (Q5039390) (← links)
• Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model (Q5042789) (← links)
• Optimal investment and reinsurance on survival and growth problems for the risk model with common shock dependence (Q5053897) (← links)
• Equilibrium investment-reinsurance strategy with delay and common shock dependence under Heston's SV model (Q5057967) (← links)
• (Q5091888) (← links)
• Optimal investment-reinsurance problems with common shock dependent risks under two kinds of premium principles (Q5380970) (← links)
• STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE (Q5745199) (← links)
• Time-Consistent Investment and Reinsurance Strategies for Mean–Variance Insurers in <i>N</i>-Agent and Mean-Field Games (Q5877349) (← links)
• Robust optimal proportional reinsurance and investment problem for an insurer with delay and dependent risks (Q6060868) (← links)
• Optimal reinsurance-investment problem for a general insurance company under a generalized dynamic contagion claim model (Q6099190) (← links)
• Optimal time-consistent investment-reinsurance strategy for state-dependent risk aversion with delay and common shocks (Q6170103) (← links)
• Robust investment and proportional reinsurance strategy with delay and jumps in a stochastic Stackelberg differential game (Q6643669) (← 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)
• Optimal reinsurance strategy with mean-variance premium principle and relative performance concern (Q6667345) (← links)