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Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows
Zhou, Zhongbao; Xiao, Helu; Yin, Jialing; Zeng, Ximei; … - In: Insurance / Mathematics & economics 68 (2016), pp. 187-202
Persistent link: https://www.econbiz.de/10011492670
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A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market
Bai, Yanfei; Zhou, Zhongbao; Xiao, Helu; Gao, Rui; … - In: Mathematical methods of operations research : ZOR 94 (2021) 3, pp. 341-381
Persistent link: https://www.econbiz.de/10012793533
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A hybrid stochastic differential reinsurance and investment game with bounded memory
Bai, Yanfei; Zhou, Zhongbao; Xiao, Helu; Gao, Rui; … - In: European journal of operational research : EJOR 296 (2022) 2, pp. 717-737
Persistent link: https://www.econbiz.de/10012663391