Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information
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Publication:519261
DOI10.1007/s10255-016-0629-yzbMath1414.91172MaRDI QIDQ519261
Jing Cao, Xing-Chun Peng, Hu, Yijun
Publication date: 4 April 2017
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-016-0629-y
93E20: Optimal stochastic control
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