Pages that link to "Item:Q2831003"
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The following pages link to Optimal investment in credit derivatives portfolio under contagion risk (Q2831003):
Displaying 23 items.
- Optimal investment with counterparty risk: a default-density model approach (Q484210) (← links)
- Dynamic credit investment in partially observed markets (Q889624) (← links)
- Asset allocation with contagion and explicit bankruptcy procedures (Q999740) (← links)
- Dynamic investment and counterparty risk (Q1705168) (← links)
- Approximating Nash equilibrium for production control with sticky price (Q2157904) (← links)
- Optimal bookmaking (Q2239899) (← links)
- Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion (Q2273986) (← links)
- Portfolio optimization of credit swap under funding costs (Q2296104) (← links)
- Family optimal investment strategy for a random household expenditure under the CEV model (Q2423522) (← links)
- Large-Scale Loan Portfolio Selection (Q2957455) (← links)
- Robust Optimization of Credit Portfolios (Q2976139) (← links)
- Portfolio Choice with Market--Credit-Risk Dependencies (Q4582831) (← links)
- Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching (Q4614935) (← links)
- Optimal dividend strategy for an insurance group with contagious default risk (Q5003355) (← links)
- Optimal Dividend Strategies with Reinsurance under Contagious Systemic Risk (Q5080491) (← links)
- Portfolio Optimization for Credit-Risky Assets under Marshall–Olkin Dependence (Q5108928) (← links)
- Optimal Investment Under Information Driven Contagious Distress (Q5737638) (← links)
- Dynamic Portfolio Optimization with Looping Contagion Risk (Q5742492) (← links)
- Credit portfolio selection with decaying contagion intensities (Q5743120) (← links)
- Pricing European options under stochastic looping contagion risk model (Q6179935) (← links)
- Optimal risk sharing and dividend strategies under default contagion: a semi-analytical approach (Q6193111) (← links)
- A default system with overspilling contagion (Q6549692) (← links)
- Robust non-zero-sum stochastic differential game of two insurers with common shock and CDS transaction (Q6594800) (← links)