Optimal mean-semi-variance investment-reinsurance problem under probability distortion for an insurer
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Publication:6184744
Authors: Junna Bi 
Publication date: 29 January 2024
Full work available at URL: https://applmath.cjoe.ac.cn/jweb_yysxxb/EN/10.12387/C2021063
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Cites Work
- The Dual Theory of Choice under Risk
- Dynamic mean-variance problem with constrained risk control for the insurers
- Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
- Optimal investment for insurers
- Advances in prospect theory: cumulative representation of uncertainty
- A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
- Benchmark and mean-variance problems for insurers
- Title not available (Why is that?)
- On minimizing the ruin probability by investment and reinsurance
- Mean-variance portfolio selection for a non-life insurance company
- Continuous-time mean-risk portfolio selection
- Optimal investment for an insurer: the martingale approach
- Asymptotic ruin probabilities and optimal investment
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