"Time-consistent per-loss reinsurance and investment strategies in ..."

Fudong Wang et al. (2025)

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DOI: 10.1080/00207179.2025.2454908

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type: Journal Article

metadata version: 2025-10-02

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Fudong Wang, Zhibin Liang, Kam Chuen Yuen, Caibin Zhang:
Time-consistent per-loss reinsurance and investment strategies in correlated markets with smooth ambiguity. Int. J. Control 98(9): 2191-2204 (2025)

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