Equilibrium mean-variance reinsurance and investment strategies for a general insurance company under smooth ambiguity
Guohui Guan, Xiang Hu
| Year of publication: |
2022
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|---|---|
| Authors: | Guan, Guohui ; Hu, Xiang |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 63.2022, p. 1-25
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| Subject: | Equilibrium strategy | Investment | Mean-variance | Proportional reinsurance | Smooth ambiguity | Theorie | Theory | Rückversicherung | Reinsurance | Portfolio-Management | Portfolio selection | Versicherung | Insurance | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2022.101793 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014225737