Pages that link to "Item:Q4576870"
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The following pages link to Optimal investment of an insurer with regime-switching and risk constraint (Q4576870):
Displaying 15 items.
- The optimal mean variance problem with inflation (Q894986) (← links)
- Stochastic maximum principle for partial information optimal investment and dividend problem of an insurer (Q1716975) (← links)
- Optimization problem of insurance investment based on spectral risk measure and RAROC criterion (Q1721738) (← links)
- Optimal reinsurance and investment strategy with delay in Heston's SV model (Q2240102) (← links)
- (Q3461320) (← links)
- Optimal Investment for an Insurer with Multiple Risky Assets Under Mean-Variance Criterion (Q3535267) (← links)
- (Q3641516) (← links)
- A class of nonzero-sum investment and reinsurance games subject to systematic risks (Q4577200) (← links)
- Optimal investment problem between two insurers with value-added service (Q5078487) (← links)
- Nonconcave Optimal Investment with Value-at-Risk Constraint: An Application to Life Insurance Contracts (Q5222157) (← links)
- Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach (Q6107682) (← links)
- Optimal reinsurance and dividend under model uncertainty (Q6131024) (← links)
- Optimal investment and reinsurance strategies under 4/2 stochastic volatility model (Q6156011) (← 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)
