Time-Consistent Investment-Reinsurance Strategy for Mean-Variance Insurers With a Defaultable Security

By Hui Zhao, Yang Shen, Yan Zeng. 2016

78 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/8e70a1ebceee95a99dc63585f62374ca7bf7ea36

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Lv Chen
2. Yang Shen

In Economics and Econometrics

1. Lv Chen
2. Yang Shen

In Finance

1. Lv Chen
2. Yang Shen

Citations in the corpus

• ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER (2018, background): “Further investigations to optimal investment and reinsurance problems can be found in Zhang and Siu (2009), Zeng and Li (2011), Lin et al. (2012), Chen and Yam (2013), Shen and Zeng (2014, 2015) and Zhao et al. (2016), just to name a few.”