![](/img/cover-not-exists.png)
Time-consistent investment and reinsurance strategies for insurers under multi-period mean-variance formulation with generalized correlated returns
Zhou, Zhongbao, Ren, Tiantian, Xiao, Helu, Liu, WenbinLanguage:
english
Journal:
Journal of Management Science and Engineering
DOI:
10.1016/j.jmse.2019.05.003
Date:
May, 2019
File:
PDF, 1.18 MB
english, 2019