Pages that link to "Item:Q3535267"
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The following pages link to Optimal Investment for an Insurer with Multiple Risky Assets Under Mean-Variance Criterion (Q3535267):
Displaying 16 items.
- Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model (Q282291) (← links)
- Optimal investment with multiple risky assets for an insurer with modified periodic risk process (Q498092) (← links)
- Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer (Q646755) (← links)
- Optimal strategies of benchmark and mean-variance portfolio selection problems for insurers (Q654939) (← links)
- Asymptotic and numerical analysis of the optimal investment strategy for an insurer (Q865616) (← links)
- Optimal investment for an insurer: the martingale approach (Q995514) (← links)
- Optimization problem of insurance investment based on spectral risk measure and RAROC criterion (Q1721738) (← links)
- Optimal investment and risk control for an insurer with stochastic factor (Q1728224) (← links)
- Optimal investment with multiple risky assets for an insurer in an incomplete market (Q1956113) (← links)
- Optimal asset allocation for CRRA and CARA insurers under the vasicek interest rate model (Q2073576) (← links)
- Optimal investment for an insurer with cointegrated assets: CRRA utility (Q2252279) (← links)
- Optimal investment with multiple risky assets under short-selling prohibition in a periodic environment (Q2439874) (← links)
- Investment strategy for insurers under mean-variance criterion without terminal constraint (Q2926957) (← links)
- Optimal portfolio selection bounded by a safety-first criterion for insurer (Q3193946) (← links)
- (Q3461320) (← links)
- Optimal investment and risk control policies for an insurer in an incomplete market (Q5239078) (← links)
