✦ LIBER ✦

Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model

✍ Scribed by Zhongfei Li; Yan Zeng; Yongzeng Lai

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Time-consistent investment and reinsuran

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

Optimal time-consistent investment and r

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

Optimal reinsurance and investment strat

✍ Guan, Guohui; Liang, Zongxia 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 620 KB

Optimal excess-of-loss reinsurance and i

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

Optimal control of excess-of-loss reinsu

✍ Ailing Gu; Xianping Guo; Zhongfei Li; Yan Zeng 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 653 KB

Optimal reinsurance–investment problem f

✍ Li, Danping; Rong, Ximin; Zhao, Hui 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 618 KB