Equilibrium mean–variance reinsurance and investment strategies for a general insurance company under smooth ambiguity

Author:

Guan Guohui,Hu Xiang

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference55 articles.

1. Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation;Asmussen;Finance and Stochastics,2000

2. A hybrid stochastic differential reinsurance and investment game with bounded memory;Bai;European Journal of Operational Research,2022

3. An optimal reinsurance contract from insurer’s and reinsurer’s viewpoints;Bazaz;Applications and Applied Mathematics: An International Journal (AAM),2015

4. A theory of Markovian time-inconsistent stochastic control in discrete time;Björk;Finance and Stochastics,2014

5. Reciprocal reinsurance treaties;Borch;ASTIN Bulletin: The Journal of the IAA,1960

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