Optimal reinsurance and portfolio selection: Comparison between partial and complete information models-Reference-Cited by-同舟云学术

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Optimal reinsurance and portfolio selection: Comparison between partial and complete information models

Published:2021-03-13 Issue:1 Volume:28 Page:208-232
ISSN:1354-7798
Container-title:European Financial Management
language:en
Short-container-title:Euro Fin Management

Author:

Jang Bong‐Gyu¹,Kim Kyeong Tae²,Lee Hyun‐Tak³

Affiliation:

1. Department of Industrial and Management Engineering POSTECH Pohang Republic of Korea

2. Big Data & AI Lab Hana Institute of Technology, Hana TI Seoul Republic of Korea

3. KAMCO Research Center Korea Asset Management Corporation Busan Republic of Korea

Publisher

Wiley

Subject

General Economics, Econometrics and Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/eufm.12303

Reference41 articles.

1. Stock Market Volatility and Learning

2. Information Quality and Long-Run Risk: Asset Pricing Implications

3. Nonparametric risk management and implied risk aversion

4. International Asset Allocation With Regime Shifts

5. Strategic asset allocation in a continuous-time VAR model

Cited by 5 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. Reinsurance contracts under Stackelberg game and market equilibrium;RAIRO - Operations Research;2024-09

2. Reinsurance, investment and the rationality with a diffusion model approximating a jump model;Communications in Statistics - Theory and Methods;2024-03-18

3. Optimal reinsurance via BSDEs in a partially observable model with jump clusters;Finance and Stochastics;2023-11-17

4. National culture and corporate risk-taking around the world;Global Finance Journal;2022-05

5. Equilibrium reinsurance-investment strategies with partial information and common shock dependence;Annals of Operations Research;2021-10-18

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