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A pair of optimal reinsurance–investment strategies in the two-sided exit framework

  • Published:2016-11 Issue: Volume:71 Page:284-294
  • ISSN:0167-6687
  • Container-title:Insurance: Mathematics and Economics
  • language:en
  • Short-container-title:Insurance: Mathematics and Economics

Author:

Landriault David,Li Bin,Li DanpingORCID,Li Dongchen

Funder

Natural Sciences and Engineering Research Council of Canada

University of Waterloo

Canada Research Chair program

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference31 articles.

Cited by 10 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

1. Equilibrium Reinsurance Strategy and Mean Residual Life Function;Acta Mathematicae Applicatae Sinica, English Series;2024-06-05

2. Optimal investment and reinsurance to reach a bequest goal with random time solvency regulation;International Journal of Control;2024-04-18

3. Optimal reinsurance pricing, risk sharing and investment strategies in a joint reinsurer-insurer framework;IMA Journal of Management Mathematics;2022-04-03

4. Optimal active lifetime investment;International Journal of Control;2021-09-23

5. Optimal investment and risk control problems with delay for an insurer in defaultable market;Journal of Industrial & Management Optimization;2020
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