Pages that link to "Item:Q5117680"

The following pages link to Robust reinsurance contracts with risk constraint (Q5117680):

Displaying 25 items.

• Robust reinsurance contracts with uncertainty about jump risk (Q1754197) (← links)
• Stackelberg differential game for insurance under model ambiguity (Q2172035) (← links)
• Reinsurance-investment game between two mean-variance insurers under model uncertainty (Q2196065) (← links)
• Optimal risk exposure and dividend payout policies under model uncertainty (Q2234748) (← links)
• Dynamic risk-sharing game and reinsurance contract design (Q2415979) (← links)
• Reinsurance contract design when the insurer is ambiguity-averse (Q2415981) (← links)
• Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints (Q2656996) (← links)
• Structured reinsurance deals with reference to relative market performance (Q2665848) (← links)
• Optimal reinsurance under the \(\alpha\)-maxmin mean-variance criterion (Q2665856) (← links)
• Stackelberg differential game for reinsurance: mean-variance framework and random horizon (Q2670107) (← links)
• Optimal insurance contracts for a shot-noise Cox claim process and persistent insured's actions (Q2685515) (← links)
• Equilibrium excess-of-loss reinsurance and investment strategies for an insurer and a reinsurer (Q5039793) (← links)
• Robust reinsurance contract with learning and ambiguity aversion (Q5042791) (← links)
• Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model (Q5117677) (← links)
• (Q5430696) (← links)
• Household consumption-investment-insurance decisions with uncertain income and market ambiguity (Q5861811) (← links)
• Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate (Q5881714) (← links)
• Reinsurance contract design with heterogeneous beliefs and learning (Q6169392) (← links)
• Some optimisation problems in insurance with a terminal distribution constraint (Q6169663) (← links)
• Optimal payout strategies when Bruno de Finetti meets model uncertainty (Q6543153) (← links)
• Robust reinsurance and investment strategies under principal-agent framework (Q6549619) (← links)
• Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure (Q6554617) (← links)
• Equilibrium reinsurance strategy and mean residual life function (Q6565534) (← links)
• A Stackelberg–Nash equilibrium with investment and reinsurance in mixed leadership game (Q6609075) (← links)
• Reinsurance contracts under Stackelberg game and market equilibrium (Q6658851) (← links)