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Time-consistent reinsurance–investment strategy for a mean–variance insurer under stochastic interest rate model and inflation risk

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167 cited

2011Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model154 cited

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2020Reinsurance–investment game between two mean–variance insurers under model uncertainty40 cited
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2017Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee25 cited
2021Mean–variance investment and risk control strategies — A time-consistent approach via a forward auxiliary process21 cited