Time-Consistent Reinsurance and Investment Strategies with Mispricing and Partial Observation

WANG Pei, ZHANG Ling, FAN Siyu

Journal of Systems Science and Mathematical Sciences ›› 2021, Vol. 41 ›› Issue (7) : 1834-1855.

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Journal of Systems Science and Mathematical Sciences ›› 2021, Vol. 41 ›› Issue (7) : 1834-1855. DOI: 10.12341/jssms21071

Time-Consistent Reinsurance and Investment Strategies with Mispricing and Partial Observation

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2021, 41(7): 1834-1855 https://doi.org/10.12341/jssms21071

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