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isPartOf:"Journal of political economy"
subject:"Risk"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Peng, Xingchun"
~source:"econis"
~subject:"Anreiz"
~subject:"Asymmetrische Information"
~subject:"Auktionstheorie"
~subject:"Overlapping Generations"
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Peng, Xingchun
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Robust optimal investment and reinsurance for an insurer with inside information
Peng, Xingchun
;
Chen, Fenge
;
Wang, Wenyuan
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 15-30
Persistent link: https://www.econbiz.de/10012482740
Saved in:
2
Optimal investment and risk control for an insurer under inside information
Peng, Xingchun
;
Wang, Wenyuan
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 104-116
Persistent link: https://www.econbiz.de/10011530931
Saved in:
3
Optimal investment, consumption and proportional reinsurance under model uncertainty
Peng, Xingchun
;
Chen, Fenge
;
Hu, Yijun
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 222-234
Persistent link: https://www.econbiz.de/10010469132
Saved in:
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