Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers (Q1735037): Difference between revisions

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Property / author: Rong-Ming Wang / rank
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Property / author: Rong-Ming Wang / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2019.01.002 / rank
 
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Property / OpenAlex ID: W2910038468 / rank
 
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Latest revision as of 22:54, 18 July 2024

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Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers
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    Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers (English)
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    28 March 2019
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    mean-variance
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    equilibrium strategy
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    time-consistency
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    stochastic interest rate
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    stochastic volatility
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