scientific article; zbMATH DE number 6129667

zbMATH Open1265.91091MaRDI QIDQ4901151FDOQ4901151

Chanjuan Li, Yan Zeng, Zhongfei Li

Publication date: 24 January 2013

Title of this publication is not available (Why is that?)

zbMATH Keywords

portfolioutility maximizationreinsuranceasset-liability management

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cited In (5)

• Optimal reinsurance-investment strategy under risks of interest rate, exchange rate and inflation
• Title not available (Why is that?)
• Title not available (Why is that?)
• Optimal excess-of-loss reinsurance and investment strategy under state-dependent utility function
• Title not available (Why is that?)

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