Mean-variance problem for an insurer with default risk under a jump-diffusion risk model (Q5076896): Difference between revisions

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-Xi-Min Rong
@@ Property / author: Xi-Min Rong / rank @@
-Normal rank
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+Xi-Min Rong
@@ Property / author: Xi-Min Rong / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/03610926.2018.1490432
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+W2908113906
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@@ Property / cites work @@
+Dynamic mean-variance problem with constrained risk control for the insurers
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+Benchmark and mean-variance problems for 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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+Q128656731
@@ Property / Wikidata QID: Q128656731 / rank @@
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+Publication:5076896