Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer

Junna Bi, Qingbin Meng, Yongji Zhang

Year of publication:	2014
Authors:	Bi, Junna ; Meng, Qingbin ; Zhang, Yongji
Published in:	Stochastic methods in reliability and risk management : [... selected from the presentations given the 7th International Conference on Mathematical Methods in Reliability (MMR2011) held in Beijing, China, June 20 - 24, 2011]. - New York, NY : Springer. - 2014, p. 43-59
Subject:	Rückversicherung \| Reinsurance \| Theorie \| Theory \| Versicherung \| Insurance \| Portfolio-Management \| Portfolio selection

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Type of publication:	Article
Type of publication (narrower categories):	Aufsatz im Buch ; Book section
Language:	English
Source:	ECONIS - Online Catalogue of the ZBW

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