Optimal Reinsurance and Investment Strategies Under Mean-Variance Criteria: Partial and Full Information

ZHU Shihao, SHI Jingtao

Journal of Systems Science & Complexity ›› 2022, Vol. 35 ›› Issue (4) : 1458-1479.

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Journal of Systems Science & Complexity ›› 2022, Vol. 35 ›› Issue (4) : 1458-1479. DOI: 10.1007/s11424-022-0236-3

Optimal Reinsurance and Investment Strategies Under Mean-Variance Criteria: Partial and Full Information

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2022, 35(4): 1458-1479 https://doi.org/10.1007/s11424-022-0236-3

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