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An analytical solution for the robust investment-reinsurance strategy with general utilities
He, Yong; Zhou, Xia; Chen, Peimin; Wang, Xiaoyang - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10014225734
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Robust optimal reinsurance-investment for αmaxmin mean-variance utility under Heston's SV model
Chen, Dengsheng; He, Yong; Li, Ziqiang - In: The North American journal of economics and finance : a … 67 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014484002
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Optimal reinsurance-investment game for two insurers with SAHARA utilities under correlated markets
Chen, Dengsheng; Lu, Zhengyang; He, Yong - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014485260