"Time-consistent reinsurance-investment strategy for an insurer and a ..."

Danping Li, Ximin Rong, Hui Zhao (2015)

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DOI: 10.1016/J.CAM.2015.01.038

access: open

type: Journal Article

metadata version: 2021-02-16

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  - https://dblp.org/rec/journals/jcam/LiRZ15
Danping Li, Ximin Rong, Hui Zhao:
Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model. J. Comput. Appl. Math. 283: 142-162 (2015)

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