Pages that link to "Item:Q4597989"
From MaRDI portal
The following pages link to Equilibrium excess-of-loss reinsurance–investment strategy for a mean–variance insurer under stochastic volatility model (Q4597989):
Displaying 14 items.
- Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks (Q2010903) (← links)
- Optimal per-loss reinsurance and investment to minimize the probability of drawdown (Q2171077) (← links)
- Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility (Q2292185) (← links)
- The eigenstructure of the sample covariance matrices of high-dimensional stochastic volatility models with heavy tails (Q2325386) (← links)
- Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process (Q2347064) (← links)
- Optimality of excess-loss reinsurance under a mean-variance criterion (Q2364009) (← links)
- Robust stochastic Stackelberg differential reinsurance and investment games for an insurer and a reinsurer with delay (Q2671233) (← links)
- (Q4989554) (← links)
- Equilibrium excess-of-loss reinsurance and investment strategies for an insurer and a reinsurer (Q5039793) (← links)
- Optimal excess-of-loss reinsurance and investment with stochastic factor process (Q5057347) (← 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)
- Stochastic differential reinsurance and investment games with delay under VaR constraints⋆ (Q6118259) (← links)
- Robust equilibrium investment-reinsurance strategy for <i>n</i> competitive insurers with square-root factor process (Q6571758) (← links)
- Robust optimal reinsurance-investment strategy with extrapolative bias premiums and ambiguity aversion (Q6660346) (← links)
