Pages that link to "Item:Q655877"
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The following pages link to The Markov-modulated mean-variance problem for an insurer (Q655877):
Displaying 7 items.
- Study on the model of an insurer's solvency ratio in Markov-modulated Brownian markets (Q655745) (← links)
- Insurance claims modulated by a hidden Brownian marked point process (Q659112) (← links)
- Pricing catastrophe options with counterparty credit risk in a reduced form model (Q1637025) (← links)
- Equilibrium investment and risk control for an insurer with non-Markovian regime-switching and no-shorting constraints (Q2132264) (← links)
- Optimal asset-liability management for an insurer under Markov regime switching jump-diffusion market (Q2398579) (← links)
- A Markov Risk Model with Two Classes of Insurance Business (Q3114573) (← links)
- (Q3622358) (← links)