Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence

Zhibin Liang, Junna Bi, Kam Chuen Yuen, Caibin Zhang. Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence. Math. Meth. of OR, 84(1):155-181, 2016. [doi]

Abstract

Abstract is missing.