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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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

  • Jun Na BI, Min Han LI
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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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