基于Mean-Variance-CVaR准则的保险公司最优资产配置与再保险策略

赵霞；时雨

Asset Allocation and Reinsurance Policy for a Mean-Variance-CVaR Insurer in Continuous-Time

ZHAO Xia；SHI Yu

应用概率统计 . 2020, (5): 536 -550 . DOI: 10.3969/j.issn.1001-4268.2020.05.008