The following pages link to (Q4989554):
Displaying 4 items.
- A characterization of equilibrium strategies in continuous-time mean-variance problems for insurers (Q320304) (← links)
- Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints (Q2171072) (← links)
- Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion (Q2445993) (← links)
- Optimal excess-of-loss reinsurance and investment strategy under state-dependent utility function (Q2825065) (← links)