Pages that link to "Item:Q902317"
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The following pages link to Optimal proportional reinsurance and investment for a constant elasticity of variance model under variance principle (Q902317):
Displaying 14 items.
- Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model (Q282274) (← links)
- Constant elasticity of variance model for proportional reinsurance and investment strategies (Q661201) (← links)
- Robust optimal investment and reinsurance problem for the product of the insurer's and the reinsurer's utilities (Q724542) (← links)
- VaR and CTE based optimal reinsurance from a reinsurer's perspective (Q2151981) (← links)
- Optimal reinsurance-investment problem for maximizing the product of the insurer's and the reinsurer's utilities under a CEV model (Q2252739) (← links)
- A mean-variance problem in the constant elasticity of variance model (Q3461396) (← links)
- Optimal reinsurance and investment problem in a defaultable market (Q4563472) (← links)
- Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond (Q5079124) (← links)
- Optimal investment and risk control policies for an insurer in an incomplete market (Q5239078) (← links)
- OPTIMAL PROPORTIONAL REINSURANCE AND INVESTMENT PROBLEM WITH CONSTRAINTS ON RISK CONTROL IN A GENERAL JUMP-DIFFUSION FINANCIAL MARKET (Q5369449) (← links)
- Robust optimal dynamic reinsurance policies under the mean-RVaR premium principle (Q6082446) (← links)
- Asymptotic solution of optimal reinsurance and investment problem with correlation risk for an insurer under the CEV model (Q6105532) (← links)
- Optimal strategies for an ambiguity-averse insurer under a jump-diffusion model and defaultable risk (Q6534590) (← links)
- Robust non-zero-sum stochastic differential game of two insurers with common shock and CDS transaction (Q6594800) (← links)
