Pages that link to "Item:Q6096581"
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The following pages link to Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework (Q6096581):
Displaying 9 items.
- Optimal time-consistent investment and reinsurance strategy under time delay and risk dependent model (Q2007166) (← links)
- Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks (Q6152708) (← links)
- Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle (Q6547002) (← links)
- Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure (Q6554617) (← links)
- Stackelberg differential reinsurance and investment game for a dependent risk model with Ornstein-Uhlenbeck process (Q6606029) (← links)
- Non-zero-sum reinsurance and investment game under thinning dependence structure: mean–variance premium principle (Q6609074) (← links)
- Optimal investment and reinsurance to maximize the probability of drawup before drawdown (Q6620479) (← links)
- Robust investment and proportional reinsurance strategy with delay and jumps in a stochastic Stackelberg differential game (Q6643669) (← links)
- Alpha-robust mean-variance reinsurance and investment strategies with transaction costs (Q6653506) (← links)