|
|||||
|
|
Optimal Reinsurance-Investment Strategy Under Risks of Interest Rate,Exchange Rate and Inflation |
|
| Authors: | Guo Chang Zhuo Xiaoyang Constantinescu Corina Pamen Olivier Menoukeu |
| Affiliation: | 1.School of Finance, Nankai University, Tianjin, 300350, China ;2.Business School, Nankai University, Tianjin, 300071, China ;3.Institute for Financial and Actuarial Mathematics, Department of Mathematical Sciences, University of Liverpool, Liverpool, L69 7ZL, UK ;4.African Institute for Mathematical Sciences, Accra, Ghana ;5.University of Ghana, Accra, Ghana ; |
| Abstract: | Methodology and Computing in Applied Probability - In this paper, we pursue the optimal reinsurance-investment strategy of an insurer who can invest in both domestic and foreign markets. We assume... |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ | |