Author:
Cao Jing,Peng Xing-chun,Hu Yi-jun
Publisher
Springer Science and Business Media LLC
Reference23 articles.
1. Bai, L., Guo,J. Optimal proportional reinsurance and investment with multiple risky assets and no short constraint. Insurance: Mathematics and Economics, 42(3): 968–975 (2008).
2. Bai, L., Zhang, H. Dynamic mean-variance problem with constrained risk control for the insurers. Mathematical Methods of Operations Research, 68(1): 181–205 (2008).
3. Baltas, I.D., Frangos, N.E., Yannacopoulos A.N. Optimal investment and reinsurance policies in insurance markets under the effect of inside information. Applied Stochastic Models in Business and Industry, 28(6): 506–528 (2012).
4. Bäuerle, N. Benchmark and mean-variance problems for insurers. Mathematical Methods of Operations Research, 62(1): 159–165 (2005).
5. Biagini, F., Øksendal, B. A general stochastic calculus approach to insider trading. Applied Mathematics & Optimization, 52(2): 167–181 (2005).
Cited by
11 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献