Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information (Q519261): Difference between revisions

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+Hu, Yijun
@@ Property / author: Hu, Yijun / rank @@
+Normal rank
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10255-016-0629-y
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@@ Property / OpenAlex ID @@
+W2523900260
@@ Property / OpenAlex ID: W2523900260 / 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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+Optimal investment and reinsurance policies in insurance markets under the effect of inside information
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+Optimal time-consistent investment and reinsurance policies for mean-variance insurers
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