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isPartOf:"Convergence of capital and insurance markets"
~isPartOf:"Mathematical methods of operations research"
~subject:"Portfolio selection"
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Convergence of capital and insurance markets
Mathematical methods of operations research
Insurance / Mathematics & economics
47
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Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility
Sun, Zhongyang
;
Guo, Junyi
- In:
Mathematical methods of operations research
88
(
2018
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10011903385
Saved in:
2
Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence
Liang, Zhibin
;
Bi, Junna
;
Yuen, Kam Chuen
;
Zhang, Caibin
- In:
Mathematical methods of operations research
84
(
2016
)
1
,
pp. 155-181
Persistent link: https://www.econbiz.de/10011673473
Saved in:
3
Risk transfer to the capital markets : a complementary tool for reinsurers?
Jeworrek, Torsten
;
Schäfer, Dirk
;
Holliger, Beat
- In:
Convergence of capital and insurance markets
,
(pp. 21-53)
.
2009
Persistent link: https://www.econbiz.de/10003896310
Saved in:
4
Benchmark and mean-variance problems for insurers
Bäuerle, Nicole
- In:
Mathematical methods of operations research
62
(
2005
)
1
,
pp. 159-165
Persistent link: https://www.econbiz.de/10003114496
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