Optimal investment and reinsurance under partial information and loss aversion

CHEN Feng'e, JI Kunpeng, PENG Xingchun

Systems Engineering - Theory & Practice ›› 2024, Vol. 44 ›› Issue (3) : 932-946.

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Systems Engineering - Theory & Practice ›› 2024, Vol. 44 ›› Issue (3) : 932-946. DOI: 10.12011/SETP2023-0267

Optimal investment and reinsurance under partial information and loss aversion

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2024, 44(3): 932-946 https://doi.org/10.12011/SETP2023-0267

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