Optimal investment and reinsurance strategies for insurers with generalized mean–variance premium principle and no-short selling

By Xin Zhang, Hui Meng, Yan Zeng. 2016

76 citations recorded by the source corpus.

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

View Paper: https://www.semanticscholar.org/paper/39d47e5c3cea4dab58445be8623f4fa4f9d0074b