Pages that link to "Item:Q2088149"
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The following pages link to The optimal reinsurance-investment problem considering the joint interests of an insurer and a reinsurer under HARA utility (Q2088149):
Displaying 6 items.
- Optimal reinsurance and investment strategies for an insurer and a reinsurer under Hestons SV model: HARA utility and Legendre transform (Q1983760) (← links)
- Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model (Q2013623) (← links)
- Optimal reinsurance-investment problem with dependent risks based on Legendre transform (Q2190278) (← links)
- Optimal reinsurance-investment problem for maximizing the product of the insurer's and the reinsurer's utilities under a CEV model (Q2252739) (← links)
- Optimal investment-reinsurance strategy with derivatives trading under the joint interests of an insurer and a reinsurer (Q2699113) (← links)
- On dividends and Gerber-Shiu analysis with constant interest and a periodic-threshold mixed strategy (Q6623052) (← links)
