Pages that link to "Item:Q2327727"
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The following pages link to Robust optimal investment and reinsurance of an insurer under jump-diffusion models (Q2327727):
Displaying 19 items.
- Optimal investment and reinsurance of an insurer with model uncertainty (Q659098) (← links)
- Optimal reinsurance and investment in a diffusion model (Q777940) (← links)
- Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps (Q903344) (← links)
- Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing (Q1641145) (← links)
- Optimal reinsurance-investment problem for an insurer and a reinsurer with jump-diffusion process (Q1727315) (← links)
- Robust optimal investment and reinsurance problem for a general insurance company under Heston model (Q2014373) (← links)
- Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps (Q2423668) (← links)
- Optimal investment, consumption and proportional reinsurance under model uncertainty (Q2514622) (← links)
- Robust optimal investment and reinsurance for an insurer with inside information (Q2656984) (← links)
- Robust optimal portfolio and reinsurance for an insurer under inflation risk (Q2823508) (← links)
- Robust optimal investment and proportional reinsurance toward joint interests of the insurer and the reinsurer (Q4595864) (← links)
- Optimal investment and reinsurance problem with jump-diffusion model (Q5079465) (← links)
- (Q5497515) (← links)
- Optimal reinsurance-investment problem for a general insurance company under a generalized dynamic contagion claim model (Q6099190) (← links)
- Optimal strategies for an ambiguity-averse insurer under a jump-diffusion model and defaultable risk (Q6534590) (← links)
- Optimal payout strategies when Bruno de Finetti meets model uncertainty (Q6543153) (← links)
- Optimal claim-dependent proportional reinsurance under a self-exciting claim model (Q6582432) (← links)
- Optimal strategies for target benefit pension plans with longevity risk in ambiguous environments (Q6593190) (← links)
- Optimal investment and reinsurance strategies for an insurer with regime-switching (Q6655907) (← links)