Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion
Yongwu Li; Zhongfei Li
| Year of publication: |
2013
|
|---|---|
| Authors: | Li, Yongwu ; Li, Zhongfei |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 1, p. 86-97
|
| Subject: | Rückversicherung | Reinsurance | Theorie | Theory | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection | Versicherungsökonomik | Economics of insurance | Risikomodell | Risk model | Versicherung | Insurance |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009785417