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Optimal proportional reinsurance and investment under partial information
Peng, Xingchun; Hu, Yijun - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 416-428
Persistent link: https://www.econbiz.de/10010195913
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Optimal investment, consumption and proportional reinsurance under model uncertainty
Peng, Xingchun; Chen, Fenge; Hu, Yijun - In: Insurance / Mathematics & economics 59 (2014), pp. 222-234
Persistent link: https://www.econbiz.de/10010469132
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Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff
Peng, Xingchun; Wei, Linxiao; Hu, Yijun - In: Insurance / Mathematics & economics 59 (2014), pp. 78-86
Persistent link: https://www.econbiz.de/10010469175
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Robust optimal investment and reinsurance for an insurer with inside information
Peng, Xingchun; Chen, Fenge; Wang, Wenyuan - In: Insurance / Mathematics & economics 96 (2021), pp. 15-30
Persistent link: https://www.econbiz.de/10012482740
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A non-zero-sum investment and reinsurance game between two mean-variance insurers with dynamic CVaR constraints
Peng, Xingchun; Wang, Yushuang - In: The North American journal of economics and finance : a … 70 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10014492018