scientific article; zbMATH DE number 7448563

DOI10.3969/J.ISSN.1001-5337.2021.3.025zbMATH Open1488.91093MaRDI QIDQ5017172FDOQ5017172

Yongxia Zhao, Shuqi Li

Publication date: 17 December 2021

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

zbMATH Keywords

mean-variance criterionexcess-of-loss reinsuranceextended HJB system of equationsstate-dependent risk aversion

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Portfolio theory (91G10)

Cited In (4)

• Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion
• Optimal excess-of-loss reinsurance and investment strategy under state-dependent utility function
• Title not available (Why is that?)
• Optimal consumption, investment, and insurance under state-dependent risk aversion

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