Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework.

Fri, 01 Dec 2023 00:00:00 +0100

Yu Yuan , Xia Han , Zhibin Liang, Kam Chuen Yuen:
Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework. Eur. J. Oper. Res. 311(2): 581-595 (2023)