Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing

By Ailing Gu, Frederi G. Viens, Haixiang Yao. 2018

52 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/748b92630be5fcf96dc0b26a99b3eae652412799