The following pages link to (Q4983974):
Displaying 3 items.
- Euler allocations in the presence of nonlinear reinsurance: comment on Major (2018) (Q1622506) (← links)
- Optimal asset allocation for CRRA and CARA insurers under the vasicek interest rate model (Q2073576) (← links)
- Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option (Q4959771) (← links)