Optimal investment–reinsurance with delay for mean–variance insurers: A maximum principle approach☆

By Yang Shen, Yan Zeng. 2014

88 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/e9f29cb48063e34ad3ea20ef79f891e2847c150d

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.”