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Optimal investment and reinsurance policies for the Cram{\'e}r-Lundberg risk model under monotone mean-variance preference - MaRDI portal

Optimal investment and reinsurance policies for the Cram{\'e}r-Lundberg risk model under monotone mean-variance preference

From MaRDI portal
Publication:6419312

arXiv2212.01056MaRDI QIDQ6419312

Bohan Li, Linlin Tian, Jun-Yi Guo

Publication date: 2 December 2022




Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)








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