Alpha-robust mean-variance reinsurance-investment strategy

By Bin Li, Danping Li, Dewen Xiong. 2016

53 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/1470ac3bac34c7478c58798cc5550a4a1d8f3ef8