Optimal time-consistent investment and reinsurance policies for mean-variance insurers
| Year of publication: |
2011
|
|---|---|
| Authors: | Zeng, Yan ; Li, Zhongfei |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 49.2011, 1, p. 145-155
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