Release Time:2022-08-31 |
Hits:
Shi Jingtao
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Gender:Male
Education Level:With Certificate of Graduation for Doctorate Study
Alma Mater:Shandong University
Paper Publications
Optimal Reinsurance and Investment Strategies Under Mean-Variance Criteria: Partial and Full Information
Institution:数学学院
Title of Paper:Optimal Reinsurance and Investment Strategies Under Mean-Variance Criteria: Partial and Full Information
Journal:Journal of Systems Science and Complexity
Key Words:Mean-variance;optimal reinsurance and investment;partial information;stochastic filtering;viscosity solution
First Author:朱诗浩
Correspondence Author:史敬涛
Document Code:1559364096022466561
Volume:35
Issue:4
Page Number:1458-1479
Number of Words:5
Translation or Not:No
Date of Publication:2022-08
Included Journals:SCI