Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model

By Xiang Lin, Yiping Qian. 2016

58 citations recorded by the source corpus.

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

View Paper: https://www.semanticscholar.org/paper/569ddd076d8b77e3a4027c33fb04229a740c4b8d