Lv6
2270 积分 2025-02-16 加入
Optimal proportional reinsurance and investment for a constant elasticity of variance model under variance principle
2天前
已完结
Portfolio management in a stochastic factor model under the existence of private information
6天前
已完结
The demand for insurance with ambiguous recovery rate
6天前
已完结
Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information
8天前
已完结
Robust non-zero-sum stochastic differential game of two insurers with common shock and CDS transaction
8天前
已完结
Robust non-zero-sum stochastic differential reinsurance game
8天前
已完结
Alpha-maxmin mean-variance reinsurance and investment Stackelberg game with competition
11天前
已完结
Optimal Insurance Contracts for a Shot-Noise Cox Claim Process and Persistent Insured's Actions
11天前
已完结
Impact of common shocks on the optimal upper limits of insurance contracts
1个月前
已完结
Equilibrium Investment and Reinsurance Strategies in a Contagion Model with External Common Shock Dependence Under Smooth Ambiguity
1个月前
已完结