Optimal mean–variance investment/reinsurance with common shock in a regime-switching market.
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- Mathematical Methods of Operations Research, 2019, v. 90, n. 1, p. 109, doi. 10.1007/s00186-018-00657-3
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Works matching IS 14322994 AND DT 2019 AND VI 90 AND IP 1
Results: 6
1
2
Equilibrium formulations of relative optimization problems.
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- Mathematical Methods of Operations Research, 2019, v. 90, n. 1, p. 137, doi. 10.1007/s00186-019-00663-z
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- Article
3
Dynamic systemic risk measures for bounded discrete time processes.
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- Mathematical Methods of Operations Research, 2019, v. 90, n. 1, p. 77, doi. 10.1007/s00186-018-0655-z
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- Article
4
Simple modeling techniques for base-stock inventory systems with state dependent demand rates.
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- Mathematical Methods of Operations Research, 2019, v. 90, n. 1, p. 61, doi. 10.1007/s00186-018-0654-0
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- Article
5
Serving many masters: an agent and his principals.
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- Mathematical Methods of Operations Research, 2019, v. 90, n. 1, p. 23, doi. 10.1007/s00186-018-0652-2
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- Article
6
On f-domination: polyhedral and algorithmic results.
- Published in:
- Mathematical Methods of Operations Research, 2019, v. 90, n. 1, p. 1, doi. 10.1007/s00186-018-0650-4
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- Article