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Search: subject:"time-consistent mean-variance"
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time-consistent mean-variance
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Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game
Yuan, Yu
;
Liang, Zhibin
;
Han, Xia
- In:
Scandinavian actuarial journal
2022
(
2022
)
4
,
pp. 328-355
Persistent link: https://www.econbiz.de/10013370644
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Optimal reinsurance-investment strategy for a dynamic contagion claim model
Cao, Jingyi
;
Landriault, David
;
Li, Bin
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 206-215
Persistent link: https://www.econbiz.de/10012294125
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Optimal asset allocation for retirement saving : deterministic vs. time consistent adaptive strategies
Forsyth, Peter
;
Vetzal, Kenneth R.
- In:
Applied mathematical finance
26
(
2019
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012210256
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