Pages that link to "Item:Q2628182"
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The following pages link to Optimal reinsurance and investment strategy with two piece utility function (Q2628182):
Displaying 12 items.
- On maximizing the expected terminal utility by investment and reinsurance (Q1008787) (← links)
- A non-zero-sum reinsurance-investment game with delay and asymmetric information (Q2031383) (← links)
- Martingale method for optimal investment and proportional reinsurance (Q2036123) (← links)
- Optimal proportional reinsurance and pairs trading under exponential utility criterion for the insurer (Q2097469) (← links)
- Asymptotic behavior of an optimal investment-reinsurance problem with general utility functions (Q2152960) (← links)
- Optimal investment and risk control problems with delay for an insurer in defaultable market (Q2244231) (← links)
- Optimal investment and reinsurance with premium control (Q2244242) (← links)
- A pair of optimal reinsurance-investment strategies in the two-sided exit framework (Q2374121) (← links)
- Minimizing expected time to reach a given capital level before ruin (Q2411162) (← links)
- Optimal excess-of-loss reinsurance and investment strategy under state-dependent utility function (Q2825065) (← links)
- Optimal investment strategies for an insurer with SAHARA utility (Q5129446) (← links)
- Investigations to the optimal derivative-based investment and proportional reinsurance strategies (Q6536937) (← links)