Pages that link to "Item:Q2684949"
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The following pages link to Optimal investment and risk control strategies for an insurer subject to a stochastic economic factor in a Lévy market (Q2684949):
Displaying 6 items.
- Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market (Q659255) (← links)
- An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process (Q661250) (← links)
- A note on optimal investment-consumption-insurance in a Lévy market (Q896739) (← links)
- Optimal investment and risk control for an insurer with stochastic factor (Q1728224) (← links)
- Portfolio selection and risk control for an insurer in the Lévy market under mean-variance criterion (Q2405932) (← links)
- Optimal investment and consumption strategies for an investor with stochastic economic factor in a defaultable market (Q6181245) (← links)