Pages that link to "Item:Q2242320"

The following pages link to A hybrid stochastic differential reinsurance and investment game with bounded memory (Q2242320):

Displaying 26 items.

• A non-zero-sum reinsurance-investment game with delay and asymmetric information (Q2031383) (← links)
• A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market (Q2074836) (← links)
• Stackelberg differential game for reinsurance: mean-variance framework and random horizon (Q2670107) (← links)
• Robust stochastic Stackelberg differential reinsurance and investment games for an insurer and a reinsurer with delay (Q2671233) (← links)
• Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model (Q5042789) (← links)
• Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework (Q6096581) (← links)
• Robust optimal proportional reinsurance and investment strategy for an insurer and a reinsurer with delay and jumps (Q6102883) (← links)
• Optimal investment mean-field and N-player games with memory effect and relative performance competition (Q6107580) (← links)
• Stochastic differential reinsurance and investment games with delay under VaR constraints⋆ (Q6118259) (← links)
• A hybrid reinsurance-investment game with delay and asymmetric information (Q6126033) (← links)
• A Stackelberg reinsurance-investment game with derivatives trading (Q6161744) (← links)
• Stackelberg differential game for insurance under model ambiguity: general divergence (Q6169666) (← links)
• Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model (Q6170565) (← links)
• The investment and reinsurance game of insurers and reinsurers with default risk under CEV model (Q6181238) (← links)
• Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer (Q6494326) (← links)
• Non-zero-sum stochastic differential games on investment, consumption and proportional reinsurance (Q6536955) (← links)
• Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle (Q6547002) (← links)
• Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure (Q6554617) (← links)
• Equilibrium reinsurance strategy and mean residual life function (Q6565534) (← links)
• Optimal time-consistent social health insurance and private health insurance strategy under a new health insurance framework (Q6580733) (← links)
• Life reinsurance under perfect and asymmetric information (Q6609073) (← links)
• Non-zero-sum reinsurance and investment game under thinning dependence structure: mean–variance premium principle (Q6609074) (← links)
• A Stackelberg–Nash equilibrium with investment and reinsurance in mixed leadership game (Q6609075) (← links)
• Optimal investment and reinsurance to maximize the probability of drawup before drawdown (Q6620479) (← links)
• Robust investment and proportional reinsurance strategy with delay and jumps in a stochastic Stackelberg differential game (Q6643669) (← links)
• Reinsurance contracts under Stackelberg game and market equilibrium (Q6658851) (← links)