✦ LIBER ✦

Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff

✍ Scribed by Peng, Xingchun; Wei, Linxiao; Hu, Yijun

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Optimal proportional reinsurance and inv

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

Robust optimal strategies for an insurer

✍ Yi, Bo; Viens, Frederi; Li, Zhongfei; Zeng, Yan 📂 Article 📅 2014 🏛 Taylor and Francis Group 🌐 English ⚖ 447 KB

Optimal excess-of-loss reinsurance and i

✍ Zhao, Hui; Rong, Ximin; Zhao, Yonggan 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 818 KB

Optimal time-consistent investment and r

✍ Li, Yongwu; Li, Zhongfei 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 771 KB

Optimal multi-asset investment with no-s

✍ Junna Bi; Junyi Guo; Lihua Bai 📂 Article 📅 2011 🏛 Academy of Mathematics and Systems Science, Chines 🌐 English ⚖ 250 KB

[Interdisciplinary Mathematical Sciences

✍ Zhang, Tusheng; Zhou, Xunyu 📂 Article 📅 2012 🏛 WORLD SCIENTIFIC 🌐 English ⚖ 526 KB