Pages that link to "Item:Q5057967"
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The following pages link to Equilibrium investment-reinsurance strategy with delay and common shock dependence under Heston's SV model (Q5057967):
Displaying 7 items.
- Equilibrium reinsurance-investment strategies with partial information and common shock dependence (Q2070705) (← links)
- Equilibrium reinsurance-investment strategy with a common shock under two kinds of premium principles (Q5034781) (← links)
- Robust optimal proportional reinsurance and investment strategy for an insurer and a reinsurer with delay and jumps (Q6102883) (← links)
- A Heston local-stochastic volatility model for optimal investment-reinsurance strategy with a defaultable bond in an ambiguous environment (Q6149349) (← links)
- Optimal time-consistent investment and reinsurance strategies with default risk and delay under Heston's SV model (Q6483752) (← links)
- Optimal investment, consumption, and work effort strategies with stochastic salary under the HLSV model (Q6543770) (← links)
- Legendre transform dual-asymptotic solution for optimal investment, consumption and life insurance strategy under the HLSV model (Q6602277) (← links)
