Narrow search
Showing 1 - 10 of 743,839
Cover Image
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
Cover Image
Time-consistent investment strategy under partial information
Li, Yongwu; Qiao, Han; Wang, Shouyang; Zhang, Ling - In: Insurance / Mathematics & economics 65 (2015), pp. 187-197
Persistent link: https://www.econbiz.de/10011428653
Cover Image
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
Cover Image
Time-consistent mean-variance asset-liability management in a regime-switching jump-diffusion market
Yang, Yu; Wu, Yonghong; Wiwatanapataphee, Benchawan - In: Financial markets and portfolio management 34 (2020) 4, pp. 401-427
Persistent link: https://www.econbiz.de/10012309913
Cover Image
A paradox in time-consistency in the mean-variance problem?
Bensoussan, Alain; Wong, Kwok Chuen; Yam, Sheung Chi Phillip - In: Finance and stochastics 23 (2019) 1, pp. 173-207
Persistent link: https://www.econbiz.de/10012023708
Cover Image
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
Cover Image
Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk
Li, Danping; Rong, Ximin; Zhao, Hui - In: Insurance / Mathematics & economics 64 (2015), pp. 28-44
Persistent link: https://www.econbiz.de/10011396861
Cover Image
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
Cover Image
Essays on monetary policy interactions with fiscal policy and financial markets
Niemann, Stefan (contributor) - 2008
Persistent link: https://www.econbiz.de/10003652546
Cover Image
On the price of commitment assets in a general equilibrium model with credit constraints and tempted consumers
Woźny, Łukasz - In: The B.E. journal of theoretical economics 16 (2016) 2, pp. 579-598
Persistent link: https://www.econbiz.de/10011507605