"Optimal investment and reinsurance policies for the Cramér-Lundberg ..."

Bohan Li, Junyi Guo, Linlin Tian (2024)

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DOI: 10.1080/00207179.2023.2204384

access: closed

type: Journal Article

metadata version: 2025-05-31

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Bohan Li, Junyi Guo, Linlin Tian:
Optimal investment and reinsurance policies for the Cramér-Lundberg risk model under monotone mean-variance preference. Int. J. Control 97(6): 1296-1310 (2024)

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