Pages that link to "Item:Q3059692"
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The following pages link to An optimal portfolio problem in a defaultable market (Q3059692):
Displaying 32 items.
- Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk (Q333902) (← links)
- Optimal investment and consumption with default risk: HARA utility (Q370878) (← links)
- Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (Q506063) (← links)
- Dynamic credit investment in partially observed markets (Q889624) (← links)
- The loss given default of a low-default portfolio with weak contagion (Q903339) (← links)
- Asset proportions in optimal portfolios with dependent default risks (Q974807) (← links)
- Portfolio optimization under credit risk (Q1424641) (← links)
- Dynamic investment and counterparty risk (Q1705168) (← links)
- Stochastic portfolio optimization with default risk (Q1759911) (← links)
- Portfolio optimization in a defaultable market under incomplete information (Q1938900) (← links)
- Optimal portfolio and consumption selection with default risk (Q1946970) (← links)
- The optimal investment, liability and dividends in insurance (Q2240112) (← links)
- Portfolio optimization of credit swap under funding costs (Q2296104) (← links)
- Optimal reinsurance and investment problem for an insurer with counterparty risk (Q2347114) (← links)
- Portfolio problems stopping at first hitting time with application to default risk (Q2500790) (← links)
- Portfolio optimization in a defaultable Lévy-driven market model (Q2516636) (← links)
- Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market (Q2633700) (← links)
- Portfolio optimization with a defaultable security (Q2643672) (← links)
- Optimal investment and risk control strategies for an insurer subject to a stochastic economic factor in a Lévy market (Q2684949) (← links)
- (Q2741091) (← links)
- Optimal investment in credit derivatives portfolio under contagion risk (Q2831003) (← links)
- Optimal control of perpetual CPDO: minimal cash-out probability and maximal conditional return (Q2925123) (← links)
- Optimal reinsurance and investment problem in a defaultable market (Q4563472) (← links)
- Portfolio choices and VaR constraint with a defaultable asset (Q4683102) (← links)
- (Q5038015) (← links)
- Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond (Q5079124) (← links)
- Optimal investment and pricing in the presence of defaults (Q5109977) (← links)
- DYNAMIC PORTFOLIO OPTIMIZATION WITH A DEFAULTABLE SECURITY AND REGIME‐SWITCHING (Q5416702) (← links)
- Optimal Investment Under Information Driven Contagious Distress (Q5737638) (← links)
- Dynamic Portfolio Optimization with Looping Contagion Risk (Q5742492) (← links)
- Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security (Q5964415) (← links)
- Optimal investment and consumption strategies for an investor with stochastic economic factor in a defaultable market (Q6181245) (← links)