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Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion
Chen, Lv
;
Landriault, David
;
Li, Bin
;
Li, Danping
- In:
Mathematical Finance
31
(
2021
)
2
,
pp. 649-682
Persistent link: https://www.econbiz.de/10012538278
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High‐water mark fee structure in variable annuities
Landriault, David
;
Li, Bin
;
Li, Dongchen
;
Wang, Yumin
- In:
Journal of Risk and Insurance
88
(
2021
)
4
,
pp. 1057-1094
Persistent link: https://www.econbiz.de/10012636068
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