Pages that link to "Item:Q2824375"
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The following pages link to Reinsurance and investment for mean-variance stochastic differential games (Q2824375):
Displaying 12 items.
- Optimal stochastic differential games with VaR constraints (Q379028) (← links)
- Stochastic differential portfolio games for an insurer in a jump-diffusion risk process (Q1935921) (← links)
- Stochastic differential reinsurance games with capital injections (Q2273971) (← links)
- Forward-backward stochastic differential games for optimal investment and dividend problem of an insurer under model uncertainty (Q2295327) (← links)
- Stackelberg differential game for reinsurance: mean-variance framework and random horizon (Q2670107) (← links)
- A Stackelberg reinsurance-investment game under Heston's stochastic volatility model (Q2691386) (← links)
- Mean field and \(n\)-insurers games for robust optimal reinsurance-investment in correlated markets (Q2698598) (← links)
- Stochastic differential game formulation on the reinsurance and investment problem (Q2797662) (← links)
- Optimal reinsurance and investment for stochastic differential games with inflation influence (Q3180015) (← links)
- Stochastic differential gamer for multiple decision makers based on utility and mean-variance criterion (Q4640941) (← links)
- Non-zero-sum reinsurance and investment game between two mean-variance insurers under the CEV model (Q5015999) (← links)
- A Stackelberg reinsurance-investment game with derivatives trading (Q6161744) (← links)