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]
@article{YuanHLY23,
title = {Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework},
author = {Yu Yuan and Xia Han and Zhibin Liang and Kam Chuen Yuen},
year = {2023},
month = {December},
doi = {10.1016/j.ejor.2023.05.023},
url = {https://doi.org/10.1016/j.ejor.2023.05.023},
researchr = {https://researchr.org/publication/YuanHLY23},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {311},
number = {2},
pages = {581-595},
}