The Optimal Investment and Reinsurance Problem with Mispricing and VaR Constrains Based on Behavior of Loss Aversion

HUANG Qing, MA Shixia, LI Guozhu

Journal of Systems Science and Mathematical Sciences ›› 2020, Vol. 40 ›› Issue (10) : 1790-1804.

PDF(527 KB)
中国科学院数学与系统科学研究院期刊网
PDF(527 KB)
Journal of Systems Science and Mathematical Sciences ›› 2020, Vol. 40 ›› Issue (10) : 1790-1804. DOI: 10.12341/jssms13981

The Optimal Investment and Reinsurance Problem with Mispricing and VaR Constrains Based on Behavior of Loss Aversion

    {{javascript:window.custom_author_en_index=0;}}
  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2020, 40(10): 1790-1804 https://doi.org/10.12341/jssms13981

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(527 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉