Pages that link to "Item:Q2513637"
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The following pages link to Optimal portfolio choice for an insurer with loss aversion (Q2513637):
Displaying 17 items.
- Portfolio insurance under a risk-measure constraint (Q654812) (← links)
- Competitive insurance pricing with complete information, loss-averse utility and finitely many policies (Q903323) (← links)
- Stochastic maximum principle for partial information optimal investment and dividend problem of an insurer (Q1716975) (← links)
- Optimization problem of insurance investment based on spectral risk measure and RAROC criterion (Q1721738) (← links)
- Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints (Q1735133) (← links)
- Optimal investment for an insurer under liquid reserves (Q2031332) (← links)
- Martingale method for optimal investment and proportional reinsurance (Q2036123) (← links)
- A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation (Q2306391) (← links)
- Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk (Q2364016) (← links)
- Optimal reinsurance and investment strategy with two piece utility function (Q2628182) (← links)
- Linear cumulative prospect theory with applications to portfolio selection and insurance demand (Q2644367) (← links)
- Linear Optimization in C (Ω) and Portfolio Insurance (Q4430671) (← links)
- Optimal investment strategy for a non-life insurance company: quadratic loss (Q5469343) (← links)
- Optimal reinsurance-investment with loss aversion under rough Heston model (Q6101023) (← links)
- Optimal investment strategies for an insurer with liquid constraint (Q6106187) (← links)
- Optimal investment based on relative performance and weighted utility (Q6576555) (← links)
- Optimal investment strategy for the DC pension plan based on jump diffusion model and S-shaped utility (Q6633205) (← links)
