Exponential utility maximization for an insurer with time-inconsistent preferences
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Publication:2520436
DOI10.1016/J.INSMATHECO.2016.06.003zbMath1371.91174OpenAlexW2463256459MaRDI QIDQ2520436
Qian Zhao, Jiaqin Wei, Rong-Ming Wang
Publication date: 13 December 2016
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.06.003
integral equationbackward stochastic differential equationequilibrium strategytime inconsistenceconsumption-investment-reinsurance strategy
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