Pages that link to "Item:Q5380970"
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The following pages link to Optimal investment-reinsurance problems with common shock dependent risks under two kinds of premium principles (Q5380970):
Displaying 16 items.
- Optimal proportional reinsurance with common shock dependence (Q495436) (← links)
- Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q1743390) (← links)
- Optimal time-consistent investment and reinsurance strategy under time delay and risk dependent model (Q2007166) (← links)
- Bayesian optimal investment and reinsurance with dependent financial and insurance risks (Q2135611) (← links)
- Optimal reinsurance and investment under common shock dependence between financial and actuarial markets (Q2155853) (← links)
- Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence (Q2520452) (← links)
- Optimal control on investment and reinsurance strategies with delay and common shock dependence in a jump-diffusion financial market (Q2691293) (← links)
- Optimal investment-reinsurance strategy with derivatives trading under the joint interests of an insurer and a reinsurer (Q2699113) (← links)
- Optimal investment-reinsurance strategy with exchange rate risk under variance premium principle (Q3307482) (← links)
- Robust optimal investment and reinsurance problems with learning (Q4990504) (← links)
- Equilibrium reinsurance-investment strategy with a common shock under two kinds of premium principles (Q5034781) (← links)
- Optimal investment and reinsurance on survival and growth problems for the risk model with common shock dependence (Q5053897) (← links)
- Equilibrium investment-reinsurance strategy with delay and common shock dependence under Heston's SV model (Q5057967) (← links)
- Robust optimal proportional reinsurance and investment problem for an insurer with delay and dependent risks (Q6060868) (← links)
- Optimal time-consistent investment-reinsurance strategy for state-dependent risk aversion with delay and common shocks (Q6170103) (← links)
- On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading (Q6173893) (← links)
