Pages that link to "Item:Q6101023"
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The following pages link to Optimal reinsurance-investment with loss aversion under rough Heston model (Q6101023):
Displaying 4 items.
- Robust optimal investment and reinsurance problem for a general insurance company under Heston model (Q2014373) (← links)
- Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model (Q2015626) (← links)
- Signature-based validation of real-world economic scenarios (Q6556606) (← links)
- Partial hedging in rough volatility models (Q6585785) (← links)