Pages that link to "Item:Q370878"
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The following pages link to Optimal investment and consumption with default risk: HARA utility (Q370878):
Displaying 12 items.
- Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk (Q333902) (← links)
- Optimal portfolio and consumption rule with a CIR model under HARA utility (Q1655923) (← links)
- Stochastic portfolio optimization with default risk (Q1759911) (← links)
- Optimal portfolio and consumption selection with default risk (Q1946970) (← links)
- The optimal investment, liability and dividends in insurance (Q2240112) (← links)
- Optimal consumption and investment with insurer default risk (Q2273975) (← links)
- Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks (Q2306384) (← links)
- Optimal investment strategies for the HARA utility under the constant elasticity of variance model (Q2447422) (← links)
- A convergence of optimal investment strategies for the HARA utility functions (Q2799673) (← links)
- An optimal portfolio problem in a defaultable market (Q3059692) (← links)
- Optimal consumption and investment with bounded downside risk for power utility functions (Q3400713) (← links)
- Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security (Q5964415) (← links)