Pages that link to "Item:Q2656996"
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The following pages link to Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints (Q2656996):
Displaying 18 items.
- Optimal stochastic differential games with VaR constraints (Q379028) (← links)
- A class of non-zero-sum stochastic differential investment and reinsurance games (Q466272) (← links)
- Non-zero-sum stochastic differential reinsurance and investment games with default risk (Q1681455) (← links)
- Stochastic differential portfolio games for an insurer in a jump-diffusion risk process (Q1935921) (← links)
- Nonzero-sum stochastic differential reinsurance games with jump-diffusion processes (Q2025294) (← links)
- Reinsurance-investment game between two mean-variance insurers under model uncertainty (Q2196065) (← links)
- Stochastic differential reinsurance games with capital injections (Q2273971) (← links)
- A reinsurance game between two insurance companies with nonlinear risk processes (Q2347061) (← links)
- Mean field and \(n\)-insurers games for robust optimal reinsurance-investment in correlated markets (Q2698598) (← links)
- Stochastic differential game formulation on the reinsurance and investment problem (Q2797662) (← links)
- Reinsurance and investment for mean-variance stochastic differential games (Q2824375) (← links)
- STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE (Q5745199) (← links)
- Non-zero-sum reinsurance and investment game with non-trivial curved strategy structure under Ornstein–Uhlenbeck process (Q6114645) (← links)
- Stochastic differential reinsurance and investment games with delay under VaR constraints⋆ (Q6118259) (← links)
- Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks (Q6152708) (← links)
- A class of non-zero-sum stochastic differential games between two mean–variance insurers under stochastic volatility (Q6163064) (← links)
- Non-zero-sum stochastic differential games on investment, consumption and proportional reinsurance (Q6536955) (← links)
- Optimal reinsurance-investment problem for two competitive or cooperative insurers under two investment patterns (Q6541127) (← links)
