Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints
Work
Year: 2021
Type: article
Abstract: <p style='text-indent:20px;'>In this paper, we study a general mean-variance reinsurance, new business and investment problem, where the claim processes of original and new businesses are modele... more
Authors Liming Zhang, Rongming Wang, Jiaqin Wei
Institution East China Normal University
Cites: 39
Cited by:
Related to: 10
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Citation percentile (by year/subfield):
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Industry, innovation and infrastructure
Open Access status: gold