Pages that link to "Item:Q782116"
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The following pages link to Optimal reinsurance-investment problem under mean-variance criterion with \(n\) risky assets (Q782116):
Displaying 15 items.
- Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer (Q646755) (← links)
- Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility (Q1616790) (← links)
- Optimization problem of insurance investment based on spectral risk measure and RAROC criterion (Q1721738) (← links)
- Optimal mean-variance reinsurance in a financial market with stochastic rate of return (Q1983739) (← links)
- Optimal mean-variance investment-reinsurance strategy for a dependent risk model with Ornstein-Uhlenbeck process (Q2152261) (← links)
- Asymptotic behavior of an optimal investment-reinsurance problem with general utility functions (Q2152960) (← links)
- Markowitz's mean-variance optimization with investment and constrained reinsurance (Q2358493) (← links)
- Minimizing expected time to reach a given capital level before ruin (Q2411162) (← links)
- Optimal reinsurance-investment strategies for insurers under mean-car criteria (Q2450818) (← links)
- Optimal Investment for an Insurer with Multiple Risky Assets Under Mean-Variance Criterion (Q3535267) (← links)
- (Q4983974) (← links)
- (Q6080482) (← links)
- Optimal portfolio and reinsurance with two differential risky assets (Q6096177) (← links)
- Asymptotic solution of optimal reinsurance and investment problem with correlation risk for an insurer under the CEV model (Q6105532) (← links)
- Optimal reinsurance-investment problem for two competitive or cooperative insurers under two investment patterns (Q6541127) (← links)
