Optimal Time-consistent Investment and Reinsurance Strategy for Mean-variance Insurers Under the Inside Information

Jing CAO, Xing-chun PENG, Yi-jun HU

应用数学学报(英文版) ›› 2016, Vol. 32 ›› Issue (4) : 1087-1100.

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应用数学学报(英文版) ›› 2016, Vol. 32 ›› Issue (4) : 1087-1100. DOI: 10.1007/s10255-016-0629-y

Optimal Time-consistent Investment and Reinsurance Strategy for Mean-variance Insurers Under the Inside Information

    Jing CAO1,2, Xing-chun PENG3, Yi-jun HU1
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Optimal Time-consistent Investment and Reinsurance Strategy for Mean-variance Insurers Under the Inside Information

    Jing CAO1,2, Xing-chun PENG3, Yi-jun HU1
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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 2016, 32(4): 1087-1100 https://doi.org/10.1007/s10255-016-0629-y
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}, 2016, 32(4): 1087-1100 https://doi.org/10.1007/s10255-016-0629-y
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