Time-Consistent Investment-Reinsurance Strategies for a Mean-Variance Insurer with Inside Information

HE Zhiqiang, CHEN Feng-e, PENG Xingchun

Journal of Systems Science and Mathematical Sciences ›› 2022, Vol. 42 ›› Issue (9) : 2432-2447.

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Journal of Systems Science and Mathematical Sciences ›› 2022, Vol. 42 ›› Issue (9) : 2432-2447. DOI: 10.12341/jssms21211

Time-Consistent Investment-Reinsurance Strategies for a Mean-Variance Insurer with Inside Information

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2022, 42(9): 2432-2447 https://doi.org/10.12341/jssms21211

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