Pages that link to "Item:Q519261"
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The following pages link to Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information (Q519261):
Displaying 13 items.
- Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information (Q896745) (← links)
- Insider trading with a random deadline under partial observations: maximal principle method (Q2087654) (← links)
- A general linear quadratic stochastic control and information value (Q2166430) (← links)
- Robust optimal investment and reinsurance for an insurer with inside information (Q2656984) (← links)
- Mean-variance investment and risk control strategies -- a time-consistent approach via a forward auxiliary process (Q2657018) (← links)
- Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information (Q2674938) (← links)
- A non-zero-sum stochastic differential game between two mean-variance insurers with inside information (Q2691503) (← links)
- Expected utility maximization for an insurer with investment and risk control under inside information (Q5079840) (← links)
- Optimal investment and reinsurance policies in insurance markets under the effect of inside information (Q5414518) (← links)
- Closed-loop equilibrium reinsurance-investment strategy with insider information and default risk (Q6483793) (← links)
- Equilibrium investment-reinsurance strategy under information asymmetry and random horizon (Q6496486) (← links)
- Equilibrium reinsurance strategy and mean residual life function (Q6565534) (← links)
- Mean-variance asset-liability management with inside information (Q6587726) (← links)
