Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing
Work
Year: 2018
Type: article
Authors Ailing Gu, Frédéri Viens, Haixiang Yao
Institutions Guangdong University of Technology, Michigan State University, Guangdong University of Foreign Studies
Cites: 31
Cited by: 50
Related to: 10
FWCI: 10.11
Citation percentile (by year/subfield): 100
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: bronze
Funders National Science Foundation, National Science Foundation, National Natural Science Foundation of China
Grant IDS DMS 1734183, DMS 1407762, 71721001