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Imperfect recall
Insurance / Mathematics & economics
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ECONIS (ZBW)
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1
Optimal life insurance and annuity demand under hyperbolic discounting when bequests are luxury goods
Zhang, Jinhui
;
Purcal, T. Sachi
;
Wei, Jiaqin
- In:
Insurance / Mathematics & economics
101
(
2021
)
1
,
pp. 80-90
Persistent link: https://www.econbiz.de/10012793911
Saved in:
2
Optimal reinsurance under the α-maxmin mean-variance criterion
Zhang, Liming
;
Li, Bin
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 225-239
Persistent link: https://www.econbiz.de/10012793925
Saved in:
3
Mean-variance investment and risk control strategies : a time-consistent approach via a forward auxiliary process
Shen, Yang
;
Zou, Bin
- In:
Insurance / Mathematics & economics
97
(
2021
),
pp. 68-80
Persistent link: https://www.econbiz.de/10012491963
Saved in:
4
Time-consistent longevity hedging with long-range dependence
Wang, Ling
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 25-41
Persistent link: https://www.econbiz.de/10012649205
Saved in:
5
Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting
Bosserhoff, Frank
;
Stadje, Mitja
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 130-146
Persistent link: https://www.econbiz.de/10012622385
Saved in:
6
Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time
Zhou, Zhou
;
Zhuo, Jin
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 100-108
Persistent link: https://www.econbiz.de/10012419145
Saved in:
7
Time consistent pension funding in a defined benefit pension plan with non-constant discounting
Josa-Fombellida, Ricardo
;
Navas, Jorge
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 142-153
Persistent link: https://www.econbiz.de/10012419190
Saved in:
8
A continuous-time theory of reinsurance chains
Lv, Chen
;
Shen, Yang
;
Su, Jianxi
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 129-146
Persistent link: https://www.econbiz.de/10012419263
Saved in:
9
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
Saved in:
10
Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework
Lv, Chen
;
Shen, Yang
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 120-137
Persistent link: https://www.econbiz.de/10012105527
Saved in:
11
Dynamic risk measures for processes via backward stochastic differential equations
Ji, Ronglin
;
Shi, Xuejun
;
Wang, Shijie
;
Zhou, Jinming
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 43-50
Persistent link: https://www.econbiz.de/10012058682
Saved in:
12
Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers
Wang, Hao
;
Wang, Rongming
;
Wei, Jiaqin
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 104-114
Persistent link: https://www.econbiz.de/10011990618
Saved in:
13
Time-consistent mean-variance portfolio optimization : a numerical impulse control approach
Staden, Pieter M. van
;
Dang, Duy Minh
;
Forsyth, Peter A.
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 9-28
Persistent link: https://www.econbiz.de/10011944090
Saved in:
14
Time-consistent proportional reinsurance and investment strategies under ambiguous environment
Guan, Guohui
;
Liang, Zongxia
;
Feng, Jian
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 122-133
Persistent link: https://www.econbiz.de/10011944107
Saved in:
15
Conditional expectiles, time consistency and mixture convexity properties
Bellini, Fabio
;
Bignozzi, Valeria
;
Puccetti, Giovanni
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 117-123
Persistent link: https://www.econbiz.de/10011929844
Saved in:
16
Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model
Chen, Shumin
;
Zeng, Yan
;
Hao, Zhifeng
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 31-45
Persistent link: https://www.econbiz.de/10011712350
Saved in:
17
Time-consistent mean-variance asset-liability management with random coefficients
Wei, Jiaqin
;
Wang, Tianxiao
- In:
Insurance / Mathematics & economics
77
(
2017
),
pp. 84-96
Persistent link: https://www.econbiz.de/10011783919
Saved in:
18
Fair valuation of insurance liabilities : merging actuarial judgement and market-consistency
Dhaene, Jan
;
Stassen, Ben
;
Barigou, Karim
;
Linders, Daniël
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 14-27
Persistent link: https://www.econbiz.de/10011774764
Saved in:
19
Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows
Zhou, Zhongbao
;
Xiao, Helu
;
Yin, Jialing
;
Zeng, Ximei
; …
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 187-202
Persistent link: https://www.econbiz.de/10011492670
Saved in:
20
Time-consistent actuarial valuations
Pelsser, Antoon André Jean
;
Salahnejhad Ghalehjooghi, Ahmad
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 97-112
Persistent link: https://www.econbiz.de/10011442716
Saved in:
21
Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting
Delong, Łukasz
;
Chen, An
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 342-352
Persistent link: https://www.econbiz.de/10011630868
Saved in:
22
Exponential utility maximization for an insurer with time-inconsistent preferences
Zhao, Qian
;
Wang, Rongming
;
Wei, Jiaqin
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 89-104
Persistent link: https://www.econbiz.de/10011597189
Saved in:
23
Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences
Chen, Shumin
;
Wang, Xi
;
Deng, Yinglu
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 27-37
Persistent link: https://www.econbiz.de/10011457145
Saved in:
24
Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk
Li, Danping
;
Rong, Ximin
;
Zhao, Hui
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 28-44
Persistent link: https://www.econbiz.de/10011396861
Saved in:
25
Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information
Liang, Zongxia
;
Song, Min
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 66-76
Persistent link: https://www.econbiz.de/10011422871
Saved in:
26
Time-consistent investment strategy under partial information
Li, Yongwu
;
Qiao, Han
;
Wang, Shouyang
;
Zhang, Ling
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 187-197
Persistent link: https://www.econbiz.de/10011428653
Saved in:
27
On dividend strategies with non-exponential discounting
Zhao, Qian
;
Wei, Jiaqin
;
Wang, Rongming
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 1-13
Persistent link: https://www.econbiz.de/10010437647
Saved in:
28
Optimal investment policy in the time consistent mean-variance formulation
Chen, Zhiping
;
Li, Gang
;
Guo, Ju'e
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 145-156
Persistent link: https://www.econbiz.de/10009736120
Saved in:
29
Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps
Zeng, Yan
;
Li, Zhongfei
;
Lai, Yongzeng
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 498-507
Persistent link: https://www.econbiz.de/10009763600
Saved in:
30
Markowitz’s mean-variance asset-liability management with regime switching : a time-consistent approach
Wei, J.
;
Wong, K. C.
;
Yam, Sheung Chi Phillip
;
Yung, S. P.
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 281-291
Persistent link: https://www.econbiz.de/10009785391
Saved in:
31
Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion
Li, Yongwu
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 86-97
Persistent link: https://www.econbiz.de/10009785417
Saved in:
32
Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model
Li, Zhongfei
;
Zeng, Yan
;
Lai, Yongzeng
- In:
Insurance / Mathematics & economics
51
(
2012
)
1
,
pp. 191-203
Persistent link: https://www.econbiz.de/10009558139
Saved in:
33
Optimal time-consistent investment and reinsurance policies for mean-variance insurers
Zeng, Yan
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
49
(
2011
)
1
,
pp. 145-154
Persistent link: https://www.econbiz.de/10009157423
Saved in:
34
Extending dynamic convex risk measures from discrete time to continuous time : a convergence approach
Stadje, Mitja
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 391-404
Persistent link: https://www.econbiz.de/10008747001
Saved in:
35
The forgetful passenger
Aumann, Robert J.
- In:
Games and economic behavior
20
(
1997
)
1
,
pp. 117-120
Persistent link: https://www.econbiz.de/10001336612
Saved in:
36
The absent-minded driver
Aumann, Robert J.
- In:
Games and economic behavior
20
(
1997
)
1
,
pp. 102-116
Persistent link: https://www.econbiz.de/10001336613
Saved in:
37
More absentmindedness
Lipman, Barton L.
- In:
Games and economic behavior
20
(
1997
)
1
,
pp. 97-101
Persistent link: https://www.econbiz.de/10001336614
Saved in:
38
On ambiguities in the interpretation of game trees
Halpern, Joseph Y.
- In:
Games and economic behavior
20
(
1997
)
1
,
pp. 66-96
Persistent link: https://www.econbiz.de/10001336615
Saved in:
39
On the expected value of games with absentmindedness
Grove, Adam J.
- In:
Games and economic behavior
20
(
1997
)
1
,
pp. 51-65
Persistent link: https://www.econbiz.de/10001336616
Saved in:
40
Dynamic consistency and imperfect recall
Battigalli, Pierpaolo
- In:
Games and economic behavior
20
(
1997
)
1
,
pp. 31-50
Persistent link: https://www.econbiz.de/10001336617
Saved in:
41
On the interpretation of decision problems with imperfect recall
Piccione, Michele
- In:
Games and economic behavior
20
(
1997
)
1
,
pp. 3-24
Persistent link: https://www.econbiz.de/10001336619
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