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"Dynamic mean-variance and optimal reinsurance problems under the ..."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Junna Bi, Qingbin Meng, Yongji Zhang (2014)

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DOI: 10.1007/S10479-013-1338-Z

access: closed

type: Journal Article

metadata version: 2020-08-13

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Junna Bi, Qingbin Meng, Yongji Zhang:
Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer. Ann. Oper. Res. 212(1): 43-59 (2014)

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