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Benchmark and mean-variance problems for insurers
Bäuerle, Nicole - In: Mathematical methods of operations research 62 (2005) 1, pp. 159-165
Persistent link: https://www.econbiz.de/10003114496
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An optimal reinsurance problem in the Cramér-Lundberg model
Cani, Arian; Thonhauser, Stefan - In: Mathematical methods of operations research 85 (2017) 2, pp. 179-205
Persistent link: https://www.econbiz.de/10011714415
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Robust optimal investment and reinsurance problem for a general insurance company under Heston model
Huang, Ya; Xiangqun, Yang; Zhou, Jieming - In: Mathematical methods of operations research 85 (2017) 2, pp. 305-326
Persistent link: https://www.econbiz.de/10011714438
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Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility
Sun, Zhongyang; Guo, Junyi - In: Mathematical methods of operations research 88 (2018) 1, pp. 59-79
Persistent link: https://www.econbiz.de/10011903385
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Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence
Liang, Zhibin; Bi, Junna; Yuen, Kam Chuen; Zhang, Caibin - In: Mathematical methods of operations research 84 (2016) 1, pp. 155-181
Persistent link: https://www.econbiz.de/10011673473