Pages that link to "Item:Q2868609"

The following pages link to Optimal investment-reinsurance with dynamic risk constraint and regime switching (Q2868609):

Displaying 21 items.

• Risk-based optimal investment and proportional reinsurance of an insurer with hidden regime switching (Q517215) (← links)
• On optimal proportional reinsurance and investment in a Markovian regime-switching economy (Q1943015) (← links)
• Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function (Q2014428) (← links)
• Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers (Q2015659) (← links)
• Equilibrium investment and risk control for an insurer with non-Markovian regime-switching and no-shorting constraints (Q2132264) (← links)
• Optimal investment-reinsurance policy with regime switching and value-at-risk constraint (Q2244207) (← links)
• Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework (Q2273981) (← links)
• Continuous-time optimal reinsurance strategy with nontrivial curved structures (Q2286107) (← links)
• Optimal investment-reinsurance policy with stochastic interest and inflation rates (Q2298524) (← links)
• Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston's SV model (Q2347109) (← links)
• Optimal reinsurance and investment problem for an insurer with counterparty risk (Q2347114) (← links)
• Constrained investment-reinsurance optimization with regime switching under variance premium principle (Q2374119) (← links)
• Optimal credit investment and risk control for an insurer with regime-switching (Q2633456) (← links)
• A class of nonzero-sum investment and reinsurance games subject to systematic risks (Q4577200) (← links)
• Optimal reinsurance and investment in a Markovian regime-switching economy with delay and common shock (Q5064289) (← links)
• Portfolio optimization with wealth-dependent risk constraints (Q5073019) (← links)
• Robust reinsurance contracts with risk constraint (Q5117680) (← links)
• Dynamic reinsurance in discrete time minimizing the insurer's cost of capital (Q5865315) (← links)
• Optimal investment and reinsurance strategies under 4/2 stochastic volatility model (Q6156011) (← links)
• Optimal reinsurance strategy for an insurer and a reinsurer with generalized variance premium principle (Q6534727) (← links)
• Optimal investment and reinsurance strategies for an insurer with regime-switching (Q6655907) (← links)