Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling
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Publication:282282
DOI10.1016/j.insmatheco.2016.01.001zbMath1348.91193OpenAlexW2299522835MaRDI QIDQ282282
Publication date: 12 May 2016
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.01.001
stochastic controlruin probabilityexpected utilityinvestment and reinsurancegeneralized mean-variance premium principle
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