The following pages link to (Q5210165):
Displaying 8 items.
- Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk (Q333902) (← links)
- Optimal time-consistent investment and reinsurance policies for mean-variance insurers (Q2276271) (← links)
- Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market (Q2633700) (← links)
- Optimal reinsurance and investment problem with default risk and bounded memory (Q3386600) (← links)
- Mean-variance problem for an insurer with default risk under a jump-diffusion risk model (Q5076896) (← links)
- Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate (Q5881714) (← links)
- Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security (Q5964415) (← links)
- Optimal time-consistent investment and reinsurance strategies with default risk and delay under Heston's SV model (Q6483752) (← links)
