"Mean-variance reinsurance and asset liability management with common shock ..."

Dan Zhu, Zemeng Wang, Zhongyang Sun (2024)

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DOI: 10.1080/00207179.2023.2287693

access: closed

type: Journal Article

metadata version: 2024-11-27

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Dan Zhu, Zemeng Wang, Zhongyang Sun:
Mean-variance reinsurance and asset liability management with common shock via non-Markovian stochastic factors. Int. J. Control 97(11): 2639-2654 (2024)

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