Pages that link to "Item:Q5234117"

The following pages link to Portfolio management in a stochastic factor model under the existence of private information (Q5234117):

Displaying 7 items.

• Pricing and hedging in incomplete markets with model uncertainty (Q2286877) (← links)
• Robust optimal investment and reinsurance for an insurer with inside information (Q2656984) (← 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 in a general stochastic factor framework under model uncertainty (Q6154310) (← links)
• Equilibrium investment-reinsurance strategy under information asymmetry and random horizon (Q6496486) (← links)
• Do you want to know a secret? Strategic alliances and competition in product markets (Q6555197) (← links)