Pages that link to "Item:Q5064289"
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The following pages link to Optimal reinsurance and investment in a Markovian regime-switching economy with delay and common shock (Q5064289):
Displaying 5 items.
- On optimal proportional reinsurance and investment in a Markovian regime-switching economy (Q1943015) (← links)
- Optimal reinsurance and investment under common shock dependence between financial and actuarial markets (Q2155853) (← links)
- Optimal mean-variance investment/reinsurance with common shock in a regime-switching market (Q2274152) (← links)
- Equilibrium investment-reinsurance strategy with delay and common shock dependence under Heston's SV model (Q5057967) (← links)
- Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure (Q6554617) (← links)