Pages that link to "Item:Q4575370"

The following pages link to Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model (Q4575370):

Displaying 35 items.

• Robust time-consistent portfolio selection for an investor under CEV model with inflation influence (Q779497) (← links)
• Robust optimal reinsurance-investment strategy with price jumps and correlated claims (Q784390) (← links)
• A reinsurance and investment game between two insurers under the CEV model (Q2007108) (← links)
• Robust optimal reinsurance and investment strategies for an AAI with multiple risks (Q2010895) (← links)
• The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors (Q2029065) (← links)
• A non-zero-sum reinsurance-investment game with delay and asymmetric information (Q2031383) (← links)
• Time-consistent longevity hedging with long-range dependence (Q2038218) (← links)
• Reinsurance-investment game between two mean-variance insurers under model uncertainty (Q2196065) (← links)
• A hybrid stochastic differential reinsurance and investment game with bounded memory (Q2242320) (← links)
• Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models (Q2360965) (← links)
• Optimality of excess-loss reinsurance under a mean-variance criterion (Q2364009) (← links)
• Equilibrium for a time-inconsistent stochastic linear-quadratic control system with jumps and its application to the mean-variance problem (Q2420788) (← links)
• Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market (Q2633700) (← links)
• Survey on multi-period mean-variance portfolio selection model (Q2676167) (← links)
• Mean-variance asset-liability management under CIR interest rate and the family of 4/2 stochastic volatility models with derivative trading (Q2691368) (← links)
• Optimal reinsurance problems with extrapolative claim expectation (Q4563345) (← links)
• (Q4642932) (← links)
• (Q4983974) (← links)
• On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies (Q4988555) (← links)
• Non-zero-sum reinsurance and investment game between two mean-variance insurers under the CEV model (Q5015999) (← links)
• Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process (Q5079961) (← links)
• Time-consistent mean-variance reinsurance-investment in a jump-diffusion financial market (Q5277964) (← links)
• A Stackelberg reinsurance–investment game with asymmetric information and delay (Q5860820) (← links)
• Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate (Q5881714) (← links)
• Robust optimal proportional reinsurance and investment problem for an insurer with delay and dependent risks (Q6060868) (← links)
• Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks (Q6152708) (← links)
• Optimal investment and reinsurance strategies under 4/2 stochastic volatility model (Q6156011) (← links)
• Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model (Q6170565) (← links)
• Optimal reinsurance strategy for an insurer and a reinsurer with generalized variance premium principle (Q6534727) (← links)
• Optimal reinsurance-investment problem for two competitive or cooperative insurers under two investment patterns (Q6541127) (← links)
• Robust reinsurance and investment strategies under principal-agent framework (Q6549619) (← links)
• Equilibrium reinsurance strategy and mean residual life function (Q6565534) (← links)
• Time-consistent strategies between two competitive DC pension plans with the return of premiums clauses and salary risk (Q6641301) (← links)
• Alpha-robust mean-variance reinsurance and investment strategies with transaction costs (Q6653506) (← links)
• Optimal investment and reinsurance strategies for an insurer with regime-switching (Q6655907) (← links)