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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
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Equilibrium mean-variance reinsurance and investment strategies for a general insurance company under smooth ambiguity
Guan, Guohui; Hu, Xiang - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-25
Persistent link: https://www.econbiz.de/10014225737
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Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility
Guan, Guohui; Wang, Xiaojun - In: Scandinavian actuarial journal 2020 (2020) 8, pp. 677-699
Persistent link: https://www.econbiz.de/10012313721
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Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution
Guan, Guohui; Li, Bin - In: Journal of economic dynamics & control 143 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013539527