✦ LIBER ✦

Benchmark and mean-variance problems for insurers

✍ Scribed by Nicole Bäuerle

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Markov-modulated mean-variance problem f

✍ Wei Wang; Junna Bi 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 199 KB

A Mean-Variance Benchmark for Intertempo

✍ COCHRANE, JOHN H. 📂 Article 📅 2014 🏛 John Wiley and Sons 🌐 English ⚖ 457 KB

Dynamic mean-variance problem with const

✍ Lihua Bai; Huayue Zhang 📂 Article 📅 2008 🏛 Springer 🌐 English ⚖ 286 KB

Time-consistent investment and reinsuran

✍ Zeng, Yan; Li, Zhongfei; Lai, Yongzeng 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 839 KB

Optimal proportional reinsurance and inv

✍ Chen, Ping; Yam, S.C.P. 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 731 KB

Dynamic mean-variance and optimal reinsu

✍ Bi, Junna; Meng, Qingbin; Zhang, Yongji 📂 Article 📅 2013 🏛 Springer US 🌐 English ⚖ 595 KB