Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model
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Publication:2018495
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Cited in
(45)- Optimal investment and reinsurance problem toward joint interests of the insurer and the reinsurer under default risk
- Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks
- scientific article; zbMATH DE number 7338528 (Why is no real title available?)
- Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers
- Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk
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- Optimal investment policy for insurers under the constant elasticity of variance model with a correlated random risk process
- Optimal time-consistent reinsurance strategies for mean-variance insurers under thinning dependence structure
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