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Multi-agent robust optimal investment problem in incomplete market
Kizaki, Keisuke; Saito, Taiga; Takahashi, Akihiko - 2023
Persistent link: https://www.econbiz.de/10014438131
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A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment
Kizaki, Keisuke; Saito, Taiga; Takahashi, Akihiko - 2023
Persistent link: https://www.econbiz.de/10014438155
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Supplementary file for "Sup-inf/inf-sup problem on choice of a probability measure by FBSDE approach"
Saito, Taiga; Takahashi, Akihiko - 2021
Persistent link: https://www.econbiz.de/10012616241
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Multi-agent robust optimal investment problem in incomplete market
Kizaki, Keisuke; Saito, Taiga; Takahashi, Akihiko - 2022 - Revised in November 2022
Persistent link: https://www.econbiz.de/10013463761
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Portfolio optimization with choice of a probability measure
Saito, Taiga; Takahashi, Akihiko - 2022
Persistent link: https://www.econbiz.de/10013271723
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A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment
Kizaki, Keisuke; Saito, Taiga; Takahashi, Akihiko - 2023
Persistent link: https://www.econbiz.de/10014228004
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A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment
Kizaki, Keisuke; Saito, Taiga; Takahashi, Akihiko - 2022 - Revised in January 2023
Persistent link: https://www.econbiz.de/10014286643
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Supplementary file for "sup-inf/inf-sup problem on choice of a probability measure by FBSDE approach"
Saito, Taiga; Takahashi, Akihiko - 2021 - Revised in March 2021
Persistent link: https://www.econbiz.de/10013335007
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Portfolio optimization with choice of a probability measure
Saito, Taiga; Takahashi, Akihiko - 2020 - Revised in December 2021 and March 2022
Persistent link: https://www.econbiz.de/10013336334
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Equilibrium multi-agent model with heterogeneous views on fundamental risks
Kizaki, Keisuke; Saito, Taiga; Takahashi, Akihiko - 2021 - Revised in August, September and December 2021
Persistent link: https://www.econbiz.de/10013336416