Pages that link to "Item:Q6156011"
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The following pages link to Optimal investment and reinsurance strategies under 4/2 stochastic volatility model (Q6156011):
Displaying 4 items.
- Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks (Q6152708) (← links)
- Robust optimal investment strategies for mean-variance asset-liability management under 4/2 stochastic volatility models (Q6164849) (← links)
- Optimal investment-reinsurance strategies for an insurer with options trading under model ambiguity (Q6643671) (← links)
- Mean-variance reinsurance and asset liability management with common shock via non-Markovian stochastic factors (Q6666642) (← links)