Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer (Q2449384): Difference between revisions

@@ Property / DOI @@
-.1007/s10479-013-1338-z
@@ Property / DOI: 10.1007/s10479-013-1338-z / rank @@
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@@ Property / author @@
-Jun-na Bi
@@ Property / author: Jun-na Bi / rank @@
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@@ Property / author @@
-Qing-bin Meng
@@ Property / author: Qing-bin Meng / rank @@
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@@ Property / author @@
+Jun-na Bi
@@ Property / author: Jun-na Bi / rank @@
+Normal rank
@@ Property / author @@
+Qing-bin Meng
@@ Property / author: Qing-bin Meng / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1007/s10479-013-1338-z
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+W2055761759
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@@ Property / cites work @@
+Dynamic mean-variance problem with constrained risk control for the insurers
+Normal rank
@@ Property / cites work @@
+Benchmark and mean-variance problems for insurers
@@ Property / cites work: Benchmark and mean-variance problems for insurers / rank @@
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@@ Property / cites work @@
+CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
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+Optimal investment for insurers
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+Q3967383
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+On minimizing the ruin probability by investment and reinsurance
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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@@ Property / DOI @@
+.1007/S10479-013-1338-Z
@@ Property / DOI: 10.1007/S10479-013-1338-Z / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:2449384