Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process
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Publication:5079961
DOI10.1080/03610926.2019.1670849OpenAlexW2977821819MaRDI QIDQ5079961
Li-Yuan Wang, Zhiping Chen, Peng Yang
Publication date: 30 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2019.1670849
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics (62-XX) Optimal stochastic control (93E20)
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