Optimal Investment and Proportional Reinsurance with Risk Constraint

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Journal of Mathematical Finance

ISSN Print: 2162-2434
ISSN Online: 2162-2442
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"Optimal Investment and Proportional Reinsurance with Risk Constraint"
written by Jingzhen Liu, Ka Fai Cedric Yiu, Ryan C. Loxton, Kok Lay Teo,
published by Journal of Mathematical Finance, Vol.3 No.4, 2013

has been cited by the following article(s):

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CrossRef

[1]	The Optimal Investment and Re-Guarantee Purchase of China's Financing Guarantee Institutions Considering Risk Preference
	IEEE Access, 2022

[2]	Optimal investment-reinsurance policy with regime switching and value-at-risk constraint
	2019

[3]	Optimal Investment and Reinsurance Strategy Selection Based on Behavior of Loss Aversion
	2018

[4]	Discrete-Time Nonlinear Stochastic Optimal Control Problem Based on Stochastic Approximation Approach
	2018

[5]	Application of Stochastic Optimal Control in Finance

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