Pages that link to "Item:Q4503215"

The following pages link to Stochastic differential portfolio games (Q4503215):

Displaying 50 items.

• Stochastic optimal control to a nonlinear differential game (Q307295) (← links)
• Portfolio risk minimization and differential games (Q425781) (← links)
• A class of non-zero-sum stochastic differential investment and reinsurance games (Q466272) (← links)
• Optimal investment and reinsurance of an insurer with model uncertainty (Q659098) (← links)
• Non-constant discounting and differential games with random time horizon (Q665187) (← links)
• Nonzero-sum stochastic differential portfolio games under a Markovian regime switching model (Q1666474) (← links)
• Non-zero-sum stochastic differential reinsurance and investment games with default risk (Q1681455) (← links)
• Equilibrium strategies in a defined benefit pension plan game (Q1711486) (← links)
• Robust non-zero-sum investment and reinsurance game with default risk (Q1757617) (← links)
• A stochastic differential game of institutional investor speculation. (Q1807680) (← links)
• Stochastic differential portfolio games for an insurer in a jump-diffusion risk process (Q1935921) (← links)
• Relative performance concerns among investment managers (Q2000688) (← links)
• Nonzero-sum stochastic differential reinsurance games with jump-diffusion processes (Q2025294) (← links)
• Lose oneself in comparison: an investment and consumption game between two agents (Q2060544) (← links)
• Competition and equilibrium effort choice (Q2136938) (← links)
• Two-player zero-sum stochastic differential games with regime switching (Q2174009) (← links)
• Dynamic asset allocation with relative wealth concerns in incomplete markets (Q2181530) (← links)
• Game-theoretic optimal portfolios for jump diffusions (Q2183976) (← links)
• Reinsurance-investment game between two mean-variance insurers under model uncertainty (Q2196065) (← links)
• Relative performance concern on DC pension plan under Heston model with inflation risk (Q2217821) (← links)
• Stochastic differential reinsurance games in diffusion approximation models (Q2223787) (← links)
• Optimal non-proportional reinsurance control and stochastic differential games (Q2276206) (← links)
• Maximum principle for mean-field zero-sum stochastic differential game with partial information and its application to finance (Q2411489) (← links)
• Nash equilibrium premium strategies for push-pull competition in a frictional non-life insurance market (Q2421401) (← links)
• Optimal stochastic investment games under Markov regime switching market (Q2438402) (← links)
• Optimal decision on dynamic insurance price and investment portfolio of an insurer (Q2442539) (← links)
• A stochastic Nash equilibrium portfolio game between two DC pension funds (Q2520451) (← links)
• A non-zero-sum stochastic differential game between two mean-variance insurers with inside information (Q2691503) (← links)
• Differential game-theoretic thoughts on option pricing and transaction costs (Q2701834) (← links)
• Stochastic Partial Differential Equations and Portfolio Choice (Q3000883) (← links)
• Stochastic differential portfolio games with Duffie‐Kan interest rate (Q3019246) (← links)
• (Q3303462) (← links)
• A stochastic differential reinsurance game (Q3578668) (← links)
• Portfolio decisions as games (Q3835248) (← links)
• ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER (Q4562959) (← links)
• Time-consistent investment and reinsurance under relative performance concerns (Q4563482) (← links)
• A class of nonzero-sum investment and reinsurance games subject to systematic risks (Q4577200) (← links)
• Stochastic differential gamer for multiple decision makers based on utility and mean-variance criterion (Q4640941) (← links)
• Stochastic differential games and inverse optimal control and stopper policies (Q4967682) (← links)
• Equilibrium Pricing of General Insurance Policies (Q5168696) (← links)
• Stochastic Brownian Game of Absolute Dominance (Q5169736) (← links)
• STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE (Q5745199) (← links)
• KELLY TRADING AND MARKET EQUILIBRIUM (Q5889360) (← links)
• Fund managers' competition for investment flows based on relative performance (Q6051175) (← links)
• (Q6121721) (← links)
• Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model (Q6170565) (← links)
• Non-zero-sum stochastic differential games on investment, consumption and proportional reinsurance (Q6536955) (← links)
• Optimal control and zero-sum game subject to differential equations with Liu processes and random matrices (Q6565712) (← links)
• Robust non-zero-sum stochastic differential game of two insurers with common shock and CDS transaction (Q6594800) (← links)
• Equilibrium strategies in a defined benefit pension plan game with regime switching (Q6607339) (← links)