"Dynamic mean-variance and optimal reinsurance problems under the ..."

Junna Bi, Qingbin Meng, Yongji Zhang (2014)

> Home

Details and statistics

DOI: 10.1007/S10479-013-1338-Z

access: closed

type: Journal Article

metadata version: 2020-08-13

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/anor/BiMZ14
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/anor/BiMZ14
Junna Bi, Qingbin Meng, Yongji Zhang:
Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer. Ann. Oper. Res. 212(1): 43-59 (2014)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.