Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints
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Publication:2171072
DOI10.3934/jimo.2021140OpenAlexW3195660514MaRDI QIDQ2171072
Jiaqin Wei, Li-Ming Zhang, Rong-Ming Wang
Publication date: 23 September 2022
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2021140
Management decision making, including multiple objectives (90B50) Optimal stochastic control (93E20) Financial applications of other theories (91G80)
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