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30 积分 2025-10-20 加入
Optimal Investment‐Reinsurance Design Under Asymmetric Nash Bargaining in a Square Root Factor Process for Jump‐Diffusion Risk Model
1个月前
已完结
Optimal Investment and Reinsurance Strategy for Mean-variance Insurers in a Dependent Risk Model using a Linear Gaussian Stochastic Factor Model
2个月前
已完结
Robust optimal reinsurance and investment strategy for an insurer and a reinsurer with default risks and jumps
4个月前
已完结
Optimal Investment-reinsurance Strategies for an Insurer with Options Trading Under Model Ambiguity
6个月前
已完结
A Heston local-stochastic volatility model for optimal investment–reinsurance strategy with a defaultable bond in an ambiguous environment
7个月前
已完结
Legendre transform dual-asymptotic solution for optimal investment, consumption and life insurance strategy under the HLSV model
7个月前
已完结
Stochastic differential investment and reinsurance game between an insurer and a reinsurer with delay and default risk under thinning dependence structure
8个月前
已完结
Stochastic differential investment and reinsurance game between an insurer and a reinsurer with delay and default risk under thinning dependence structure
8个月前
已关闭
Robust reinsurance-pricing-investment stochastic differential game between (re)insurers under the mean-variance criterion
8个月前
已完结
Non-zero-sum stochastic differential investment and reinsurance games with default risk and delay under the Heston local-stochastic volatility model
9个月前
已完结