Optimal mean-variance investment/reinsurance with common shock in a regime-switching market (Q2274152): Difference between revisions

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-Jun-na Bi
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-Q1413281
@@ Property / author: Q1413281 / rank @@
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@@ Property / author @@
+Jun-na Bi
@@ Property / author: Jun-na Bi / rank @@
+Normal rank
@@ Property / author @@
+Kam-Chuen Yuen
@@ Property / author: Kam-Chuen Yuen / 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/s00186-018-00657-3
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+W2910256560
@@ Property / OpenAlex ID: W2910256560 / rank @@
+Normal rank
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+Dynamic mean-variance problem with constrained risk control for the insurers
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+Optimal mean-variance problem with constrained controls in a jump-diffusion financial market for an insurer
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+Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence
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+Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers
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+Markowitz's mean-variance asset-liability management with regime switching: a continuous-time model
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+Optimal proportional reinsurance with common shock dependence
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+Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model
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@@ links / mardi / name / links / mardi / name @@
+Publication:2274152