Pages that link to "Item:Q923862"
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The following pages link to Optimal investment for an insurer in the Lévy market: the martingale approach (Q923862):
Displaying 14 items.
- Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market (Q659255) (← links)
- A note on optimal investment-consumption-insurance in a Lévy market (Q896739) (← links)
- Optimal investment for an insurer: the martingale approach (Q995514) (← links)
- Optimal investment with multiple risky assets for an insurer in an incomplete market (Q1956113) (← links)
- Optimal investment for an insurer under liquid reserves (Q2031332) (← links)
- Optimal investment and reinsurance of insurers with lognormal stochastic factor model (Q2119453) (← links)
- Portfolio selection and risk control for an insurer in the Lévy market under mean-variance criterion (Q2405932) (← links)
- Expected exponential utility maximization of insurers with a Linear Gaussian stochastic factor model (Q4583608) (← links)
- PORTFOLIO ALLOCATION IN A LEVY-TYPE JUMP-DIFFUSION MODEL WITH NONLIFE INSURANCE RISK (Q4990920) (← links)
- Martingale and duality methods for optimal investment and reinsurance problem in a Lévy model (Q5078056) (← links)
- Optimal investment of DC pension plan with two VaR constraints (Q5079897) (← links)
- Optimal investment and risk control policies for an insurer in an incomplete market (Q5239078) (← links)
- Optimal investment strategies for an insurer with liquid constraint (Q6106187) (← links)
- ALM for insurers with multiple underwriting lines and portfolio constraints: a Lagrangian duality approach (Q6552668) (← links)
