Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion (Q2445993): 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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@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2013.03.008
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@@ Property / OpenAlex ID @@
+W2050477100
@@ Property / OpenAlex ID: W2050477100 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
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+Dynamic mean-variance problem with constrained risk control for the insurers
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