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Keyword [exponential utility]
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1. Optimal Investment And Reinsurance Strategies For Insurance Companies And Reinsurers
2. Optimal Proportional Reinsurance To Maximize The Expected Utility Under Thinning-dependence Structure
3. Market Equilibrium Of Multi-investors With Heterogeneous Beliefs
4. Optimal Investment Decision For Insurer With Real Estate And Option Under Different Interest Rates On Deposit And Loan
5. Insurer’s Optimal Investment Policy Under Diffusion Approximations And Perturbed Stochastic Factors
6. A Study On The Optimal Investment Strategies Of Insurance Company In Markovian Environment
7. Research On Optimal Investment And Reinsurance Strategies With Internal Information
8. An Optimal Asset Allocation Problem Of DC Pension Under Incomplete Market And Stochastic Interest Rate Model
9. Optimal Portfolio Selection Game Problem With Interacting Agents Under Relative Performance Concerns
10. Cooperative Portfolio Selection Game Problem For Two Investors
11. Research On Optimal Asset Allocation With Liability In Regime-switching Model
12. Research On The Game Problem Of Cooperative Investment Strategy Selection Between Investors In Continuous Time
13. Research On The Optimal Investment Strategy Selection Game Between Institutional Investors Under Logarithmic Return
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