Pages that link to "Item:Q2513598"

The following pages link to Optimal proportional reinsurance and investment under partial information (Q2513598):

Displaying 29 items.

• Optimal investment and risk control for an insurer under inside information (Q343979) (← links)
• Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information (Q519261) (← links)
• On optimal proportional reinsurance and investment in a hidden Markov financial market (Q523747) (← links)
• Proportional and excess-of-loss reinsurance under investment gains (Q606816) (← links)
• Optimal premium policy of an insurance firm: full and partial information (Q661239) (← links)
• Optimal reinsurance and investment with unobservable claim size and intensity (Q743155) (← links)
• Stochastic maximum principle for partial information optimal investment and dividend problem of an insurer (Q1716975) (← links)
• Equilibrium reinsurance-investment strategies with partial information and common shock dependence (Q2070705) (← links)
• Portfolio selection and risk control for an insurer with uncertain time horizon and partial information in an anticipating environment (Q2152234) (← links)
• A general linear quadratic stochastic control and information value (Q2166430) (← links)
• Optimal investment problem with delay under partial information (Q2197192) (← links)
• A BSDE-based approach for the optimal reinsurance problem under partial information (Q2212153) (← links)
• Optimal proportional reinsurance and investment problem with jump-diffusion risk process under effect of inside information (Q2259244) (← links)
• Optimal reinsurance and investment problem for an insurer with counterparty risk (Q2347114) (← links)
• De Vylder approximation to the optimal retention for a combination of quota-share and excess of loss reinsurance with partial information (Q2404539) (← links)
• Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff (Q2514608) (← 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)
• Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information (Q2674938) (← links)
• Optimal investment and risk control for an insurer with partial information in an anticipating environment (Q4562057) (← links)
• (Q4901097) (← links)
• (Q4906135) (← links)
• Mean-variance asset–liability management with partial information and uncertain time horizon (Q5009160) (← links)
• DETERMINISTIC INVESTMENT STRATEGY IN A DC PENSION PLAN WITH INFLATION RISK UNDER MEAN-VARIANCE CRITERION (Q5051165) (← links)
• Optimal deterministic reinsurance and investment for an insurer under mean–variance criterion (Q5078527) (← links)
• Optimal investment and risk control policies for an insurer in an incomplete market (Q5239078) (← links)
• Optimal investment and reinsurance policies in insurance markets under the effect of inside information (Q5414518) (← links)
• A hybrid reinsurance-investment game with delay and asymmetric information (Q6126033) (← links)
• Optimal proportional reinsurance to maximize an insurer’s exponential utility under unobservable drift (Q6171940) (← links)