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Search: subject:"Random time horizon"
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random time horizon
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Stackelberg differential game
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ambiguity
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insurance
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Cao, Jingyi
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Young, Virginia R.
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Scandinavian actuarial journal
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Asymptotic analysis of a Stackelberg differential game for insurance under model ambiguity
Cao, Jingyi
;
Young, Virginia R.
- In:
Scandinavian actuarial journal
2023
(
2023
)
6
,
pp. 598-623
Persistent link: https://www.econbiz.de/10014383863
Saved in:
2
Stackelberg differential game for insurance under model ambiguity : general divergence
Cao, Jingyi
;
Li, Dongchen
;
Young, Virginia R.
;
Zou, Bin
- In:
Scandinavian actuarial journal
2023
(
2023
)
7
,
pp. 735-763
Persistent link: https://www.econbiz.de/10014383896
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3
Mean-variance hedging of contingent claims with random maturity
Kladívko, Kamil
;
Zervos, Mihail
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1213-1247
Persistent link: https://www.econbiz.de/10014370649
Saved in:
4
Numéraire-invariant preferences in financial modeling
Kardaras, Constantinos
-
London School of Economics (LSE)
-
2010
numéraire investment with a
random
time-horizon
. …
Persistent link: https://www.econbiz.de/10010884726
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