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20 积分 2024-09-02 加入
Robust Optimal Strategy for Target Benefit Pension Plans with Inflation Risk and Model Uncertainty Under 4/2 Stochastic Volatility Model
1个月前
已完结
Optimal reinsurance and investment problem with multiple risky assets and correlation risk for an insurer under the Ornstein-Uhlenbeck model
1个月前
已完结
Optimal Reinsurance Design under the Moment-Based Premium Principle: A Representative Reinsurer’s Perspective
3个月前
已完结
Optimal insurance design in the presence of government financial assistance
3个月前
已完结
Two stackelberg games in life insurance: Mean-variance criterion
3个月前
已关闭
Optimal insurance contract under mean-variance preference with value at risk constraint
3个月前
已完结
Robust asset-liability management games in a stochastic market with stochastic cash flows under HARA utility
3个月前
已关闭
Co-opetition in Reinsurance Markets: When Pareto Meets Stackelberg and Nash
3个月前
已完结
Dynamic reinsurance design with heterogeneous beliefs under the mean-variance framework
3个月前
已完结
Alpha-robust mean–variance reinsurance and investment strategies with transaction costs
5个月前
已完结