Pages that link to "Item:Q4583608"
From MaRDI portal
The following pages link to Expected exponential utility maximization of insurers with a Linear Gaussian stochastic factor model (Q4583608):
Displaying 5 items.
- Optimal investment and reinsurance of insurers with lognormal stochastic factor model (Q2119453) (← links)
- Linear cumulative prospect theory with applications to portfolio selection and insurance demand (Q2644367) (← links)
- An Econometric Model Based on the Maxmin Expected Utility Model: An Application to Earthquake Insurance (Q4558804) (← links)
- Optimal investment and reinsurance strategies under 4/2 stochastic volatility model (Q6156011) (← links)
- An expected exponential utility maximization problem for bitcoin miners (Q6179932) (← links)