Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling
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- scientific article; zbMATH DE number 6401490
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Cited in
(57)- Optimal investment and reinsurance strategies for an insurer with regime-switching
- Robust equilibrium investment-reinsurance strategy for n competitive insurers with square-root factor process
- Robust non-zero-sum stochastic differential game of two insurers with common shock and CDS transaction
- Mean-variance reinsurance and asset liability management with common shock via non-Markovian stochastic factors
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- Optimal design for network mutual aid
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- Optimal investment and proportional reinsurance under no short-selling and no borrowing
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- Continuous-time optimal reinsurance strategy with nontrivial curved structures
- Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game
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