✦ LIBER ✦

Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria

✍ Scribed by Yi, Bo; Viens, Frederi; Li, Zhongfei; Zeng, Yan

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 proportional reinsurance and inv

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

Dynamic mean-variance and optimal reinsu

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