Pages that link to "Item:Q4563472"
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The following pages link to Optimal reinsurance and investment problem in a defaultable market (Q4563472):
Displaying 17 items.
- Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk (Q333902) (← links)
- Optimal investment with counterparty risk: a default-density model approach (Q484210) (← links)
- Optimal reinsurance/investment problems for general insurance models (Q835068) (← links)
- Asymptotic behavior of an optimal investment-reinsurance problem with general utility functions (Q2152960) (← links)
- Optimal investment and risk control problems with delay for an insurer in defaultable market (Q2244231) (← links)
- Optimal consumption and investment with insurer default risk (Q2273975) (← links)
- Optimal reinsurance and investment problem for an insurer with counterparty risk (Q2347114) (← links)
- Optimal reinsurance and investment strategy with two piece utility function (Q2628182) (← links)
- Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market (Q2633700) (← links)
- Robust optimal excess-of-loss reinsurance and investment problem with more general dependent claim risks and defaultable risk (Q2684941) (← links)
- Optimal reinsurance and investment problem with default risk and bounded memory (Q3386600) (← links)
- Mean-variance problem for an insurer with default risk under a jump-diffusion risk model (Q5076896) (← links)
- Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process (Q5079961) (← links)
- Optimal investment and pricing in the presence of defaults (Q5109977) (← links)
- (Q6080482) (← links)
- A Heston local-stochastic volatility model for optimal investment-reinsurance strategy with a defaultable bond in an ambiguous environment (Q6149349) (← links)
- Optimal investment and reinsurance strategies for an insurer with regime-switching (Q6655907) (← links)