Pages that link to "Item:Q5880052"
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The following pages link to Optimal mean-variance reinsurance and investment strategy with constraints in a non-Markovian regime-switching model (Q5880052):
Displaying 4 items.
- Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints (Q2171072) (← links)
- Markowitz's mean-variance optimization with investment and constrained reinsurance (Q2358493) (← links)
- Optimal investment strategy for an insurer with partial information in capital and insurance markets (Q2691446) (← links)
- Optimal reinsurance and investment in a Markovian regime-switching economy with delay and common shock (Q5064289) (← links)