Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps (Q2443229): Difference between revisions

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+Optimal time-consistent investment and reinsurance policies for mean-variance insurers
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+Optimal reinsurance-investment strategies for insurers under mean-car criteria
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+Optimal strategies of benchmark and mean-variance portfolio selection problems for insurers
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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