Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security
Work
Year: 2016
Type: article
Authors Hui Zhao, Yang Shen, Yan Zeng
Institutions Tianjin University, York University, Sun Yat-sen University
Cites: 38
Cited by: 71
Related to: 10
FWCI: 14.01
Citation percentile (by year/subfield): 100
Subfield: Economics and Econometrics
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed
Funders National Natural Science Foundation of China, National Natural Science Foundation of China, National Natural Science Foundation of China
Grant IDS 11301376, 71201173, 71571195