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

ZHAO Xia；SHI Yu

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CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2020, Vol. 36 ›› Issue (5) : 536-550. DOI: 10.3969/j.issn.1001-4268.2020.05.008
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Asset Allocation and Reinsurance Policy for a Mean-Variance-CVaR Insurer in Continuous-Time

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{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2020, 36(5): 536-550 https://doi.org/10.3969/j.issn.1001-4268.2020.05.008

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