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"Dynamic mean-variance and optimal reinsurance problems under the ..."

Junna Bi, Qingbin Meng, Yongji Zhang (2014)

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DOI: 10.1007/S10479-013-1338-Z

access: closed

type: Journal Article

metadata version: 2020-08-13

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Junna Bi, Qingbin Meng, Yongji Zhang:
Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer. Ann. Oper. Res. 212(1): 43-59 (2014)

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