Optimal time-consistent investment and reinsurance policies for mean-variance insurers (Q2276271): Difference between revisions

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-Zhong-Fei Li
@@ Property / author: Zhong-Fei Li / rank @@
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+Zhong-Fei Li
@@ Property / author: Zhong-Fei Li / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2011.01.001
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@@ Property / OpenAlex ID @@
+W2047892240
@@ Property / OpenAlex ID: W2047892240 / rank @@
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@@ Property / cites work @@
+Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
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@@ Property / cites work @@
+Dynamic mean-variance problem with constrained risk control for the insurers
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+Benchmark and mean-variance problems for insurers
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@@ Property / cites work @@
+Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
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+Mean-variance portfolio selection for a non-life insurance company
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+Aspects of risk theory
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+Continuous time mean variance asset allocation: a time-consistent strategy
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+On maximizing the expected terminal utility by investment and reinsurance
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+Optimal investment for insurer with jump-diffusion risk process
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+Optimal strategies of benchmark and mean-variance portfolio selection problems for insurers
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