Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information
Crossref DOI link: https://doi.org/10.1007/s10255-016-0629-y
Published Online: 2016-10-01
Published Print: 2016-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Cao, Jing
Peng, Xing-chun
Hu, Yi-jun
License valid from 2016-10-01