Continuous-time optimal reporting with full insurance under the mean-variance criterion
Jingyi Cao, Dongchen Li, Virginia R. Young, Bin Zou
| Year of publication: |
2025
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|---|---|
| Authors: | Cao, Jingyi ; Li, Dongchen ; Young, Virginia R. ; Zou, Bin |
| Published in: |
Insurance : mathematics and economics. - Amsterdam : North Holland Publ. Co., ISSN 0167-6687, ZDB-ID 2010248-3. - Vol. 120.2025, p. 79-90
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| Subject: | Barrier strategies | Insurance | Loss reporting | Mean-variance | Theorie | Theory | Portfolio-Management | Portfolio selection | Versicherung | Versicherungsökonomik | Economics of insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2024.11.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015431888