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,Time-consistent investment and reinsurance strategies for insurers under multi-period mean-variance
[期刊论文] 作者:Zhongbao Zhou,Tiantian Ren,Helu Xiao,Wenbin Liu,
来源:管理科学学报(英文) 年份:2019
The existing literature on investment and reinsurance is limited to the study of continuous-time problems, while discrete-time problems are always ignored by re...
[期刊论文] 作者:Li Chen,Lipei Zhang,Jun Huang,Helu Xiao,Zhongbao Zhou,
来源:管理科学学报(英文版) 年份:2021
Social responsibility investment (SRI) has attracted worldwide attention for its potential in promoting investment sustainability and stability. We developed a three-step framework by incorporating environmental, social, and governance (ESG......
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