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Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers

Wang, Hao; Wang, Rongming; Wei, Jiaqin - In: Insurance / Mathematics & economics 85 (2019), pp. 104-114

Persistent link: https://www.econbiz.de/10011990618

Time-consistent mean-variance asset-liability management with random coefficients

Wei, Jiaqin; Wang, Tianxiao - In: Insurance / Mathematics & economics 77 (2017), pp. 84-96

Persistent link: https://www.econbiz.de/10011783919

Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information

Liang, Zongxia; Song, Min - In: Insurance / Mathematics & economics 65 (2015), pp. 66-76

Persistent link: https://www.econbiz.de/10011422871

Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate

Wang, Ling; Chiu, Mei Choi; Wong, Hoi Ying - In: Scandinavian actuarial journal 2023 (2023) 2, pp. 123-152

Persistent link: https://www.econbiz.de/10014325034

Time-consistent mean-variance hedging of an illiquid asset with a cointegrated liquid asset

Chen, Kexin; Wong, Hoi Ying - In: Finance research letters 29 (2019), pp. 184-192

Persistent link: https://www.econbiz.de/10012418589

Optimal policy for a time consistent mean-variance model with regime switching

Li, Gang; Chen, Zhiping; Liu, Jia - In: IMA journal of management mathematics 27 (2016) 2, pp. 211-234

Persistent link: https://www.econbiz.de/10011567026

Privacy, time consistent optimal labor income taxation and education policy

Konrad, Kai A. - 1999

Incomplete information is a commitment device for time consistency problems. In the context of time consistent labor income taxation privacy can lead to a Pareto superior outcome and increases the effectiveness of public education as a second best policy.

Persistent link: https://www.econbiz.de/10011316909