collaborators

1 paper

math.OC2022

Optimal investment and reinsurance policies for the Cram{é}r-Lundberg risk model under monotone mean-variance preference

Bohan Li, Junyi Guo, Linlin Tian

In this paper, an optimization problem for the monotone mean-variance(MMV) criterion is considered in the perspective of the insurance company. The MMV criterion is an amended vers…