Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling
Xin Zhang, Hui Meng, Yan Zeng
| Year of publication: |
March 2016
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|---|---|
| Authors: | Zhang, Xin ; Meng, Hui ; Zeng, Yan |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 67.2016, p. 125-132
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| Subject: | Investment and reinsurance | Generalized mean-variance premium principle | Expected utility | Ruin probability | Stochastic control | Rückversicherung | Reinsurance | Theorie | Theory | Portfolio-Management | Portfolio selection | Versicherungsmathematik | Actuarial mathematics | Risikomodell | Risk model | Erwartungsnutzen | Versicherungsbeitrag | Insurance premium | Versicherungsökonomik | Economics of insurance | Versicherung | Insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2016.01.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011457200