Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion
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- scientific article; zbMATH DE number 1024371 (Why is no real title available?)
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Cited in
(52)- Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion
- Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information
- Optimal investment problem for an insurer and a reinsurer
- Equilibrium controls in time inconsistent stochastic linear quadratic problems
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- scientific article; zbMATH DE number 7351025 (Why is no real title available?)
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- Alpha-robust mean-variance reinsurance-investment strategy
- Practical investment consequences of the scalarization parameter formulation in dynamic mean-variance portfolio optimization
- Optimal portfolio strategy of wealth process: a Lévy process model-based method
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