Time-consistent reinsurance and investment strategy selection under mean-variance criterion

DOI10.16163/J.CNKI.22-1123/N.2017.04.006zbMATH Open1399.91048MaRDI QIDQ3175344FDOQ3175344

Peng Yang, Qi Liu

Publication date: 18 July 2018

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zbMATH Keywords

investmentstochastic controlmean-variance criterionreinsurancetime-consistentclaims dependent

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cited In (5)

• Title not available (Why is that?)
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• Alpha-robust mean-variance reinsurance-investment strategy
• Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information

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