Optimal reinsurance under the α-maxmin mean-variance criterion
Year of publication: |
2021
|
---|---|
Authors: | Zhang, Liming ; Li, Bin |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 101.2021, 2, p. 225-239
|
Subject: | Alpha-maxmin mean-variance criterion | Ambiguity-loving preferences | Non-unique equilibrium | Optimal reinsurance | Time inconsistency | Theorie | Theory | Rückversicherung | Reinsurance | Portfolio-Management | Portfolio selection | Zeitkonsistenz | Time consistency |
-
Shen, Yang, (2021)
-
Wang, Ling, (2023)
-
Li, Danping, (2015)
- More ...
-
Zhang, Liming, (2013)
-
Emergy-Based City’s Sustainability and Decoupling Assessment: Indicators, Features and Findings
Zhang, Liming, (2014)
-
Catch-up of Chinese pharmaceutical firms facing technological complexity
Hu, Hao, (2015)
- More ...