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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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Time-consistent investment and reinsurance strategies for mean-variance insurers in n-agent and mean-field games
Guan, Guohui; Hu, Xiang - In: North American actuarial journal : NAAJ ; leading the … 26 (2022) 4, pp. 537-569
Persistent link: https://www.econbiz.de/10013483232
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Optimal dividend and investing control of an insurance company with higher solvency constraints
Liang, Zongxia; Huang, Jianping - In: Insurance / Mathematics & economics 49 (2011) 3, pp. 501-511
Persistent link: https://www.econbiz.de/10009404676
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Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs
He, Lin; Liang, Zongxia - In: Insurance / Mathematics & economics 44 (2009) 1, pp. 88-94
Persistent link: https://www.econbiz.de/10009517656
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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