Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework

Yu Yuan, Xia Han, Zhibin Liang, Kam Chuen Yuen. Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework. European Journal of Operational Research, 311(2):581-595, December 2023. [doi]

Abstract

Abstract is missing.