Pages that link to "Item:Q5239078"
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The following pages link to Optimal investment and risk control policies for an insurer in an incomplete market (Q5239078):
Displaying 12 items.
- Optimal investment and risk control for an insurer with stochastic factor (Q1728224) (← links)
- Optimal investment with multiple risky assets for an insurer in an incomplete market (Q1956113) (← links)
- A hybrid stochastic differential reinsurance and investment game with bounded memory (Q2242320) (← links)
- Optimal control of investment, premium and deductible for a non-life insurance company (Q2665865) (← links)
- A Stackelberg reinsurance-investment game under Heston's stochastic volatility model (Q2691386) (← links)
- Expected utility maximization for an insurer with investment and risk control under inside information (Q5079840) (← links)
- A Stackelberg reinsurance–investment game with asymmetric information and delay (Q5860820) (← links)
- Existence of value functions of differential games with incomplete information in partially order spaces (Q6042228) (← links)
- A hybrid reinsurance-investment game with delay and asymmetric information (Q6126033) (← links)
- The investment and reinsurance game of insurers and reinsurers with default risk under CEV model (Q6181238) (← links)
- A mean field game approach to optimal investment and risk control for competitive insurers (Q6543157) (← links)
- Optimal investment and reinsurance to maximize the probability of drawup before drawdown (Q6620479) (← links)