✦ LIBER ✦

Time-consistent investment and reinsurance strategies for mean–variance insurers with jumps

✍ Scribed by Zeng, Yan; Li, Zhongfei; Lai, Yongzeng

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Optimal time-consistent investment and r

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

✍ Zhongfei Li; Yan Zeng; Yongzeng Lai 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 802 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 mean–variance control for discre

✍ Oswaldo L.V. Costa; Alexandre de Oliveira 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 393 KB

Optimal excess-of-loss reinsurance and i

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