Pages that link to "Item:Q5219546"
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The following pages link to Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise Optimization Approach (Q5219546):
Displaying 3 items.
- Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model (Q5117677) (← links)
- Risk-Based Asset Allocation Under Markov-Modulated Pure Jump Processes (Q5413858) (← links)
- Optimal strategies for an ambiguity-averse insurer under a jump-diffusion model and defaultable risk (Q6534590) (← links)