Optimal Mean-Variance Investment-Reinsurance Problem with Constrained Controls by the New Basel Regulations for an Insurer

Jun Na BI, Min Han LI

Acta Mathematica Sinica, Chinese Series ›› 2020, Vol. 63 ›› Issue (1) : 61-76.

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中国科学院数学与系统科学研究院期刊网
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Acta Mathematica Sinica, Chinese Series ›› 2020, Vol. 63 ›› Issue (1) : 61-76. DOI: 10.12386/A2020sxxb0005

Optimal Mean-Variance Investment-Reinsurance Problem with Constrained Controls by the New Basel Regulations for an Insurer

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematica Sinica, Chinese Series, 2020, 63(1): 61-76 https://doi.org/10.12386/A2020sxxb0005

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