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

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+Time-consistent mean-variance asset-liability management with random coefficients
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+Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria
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+Optimal time-consistent investment and reinsurance policies for mean-variance insurers
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+Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps
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+Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling
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