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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
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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
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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