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

@@ Property / author @@
-Hu, Yijun
@@ Property / author: Hu, Yijun / rank @@
-Normal rank
@@ Property / author @@
-Hu, Yijun
@@ Property / author: Hu, Yijun / rank @@
-Normal rank
@@ Property / author @@
+Hu, Yijun
@@ Property / author: Hu, Yijun / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10255-016-0629-y
+Normal rank
@@ 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
+Normal rank
@@ Property / cites work @@
+Dynamic mean-variance problem with constrained risk control for the insurers
+Normal rank
@@ Property / cites work @@
+Optimal investment and reinsurance policies in insurance markets under the effect of inside information
+Normal rank
@@ Property / cites work @@
+Benchmark and mean-variance problems for insurers
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+A general stochastic calculus approach to insider trading
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+Q4435813
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+On minimizing the ruin probability by investment and reinsurance
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+Optimal time-consistent investment and reinsurance policies for mean-variance insurers
+Normal rank
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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@@ links / mardi / name / links / mardi / name @@
+Publication:519261