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Zhao Hui

School

School of Mathematics

Professional Title

Associate professor

Discipline

Mathematical Finance

Other Contact Information

Selected Papers

Current position: Personal Profile > Academic Achievements > Selected Papers

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

Hits:

Journal:Insurance: Mathematics& Economics

All the Authors:Danping Li, XiminRong, Hui Zhao

First Author:Danping Li

Indexed by:Unit Twenty Basic Research

Correspondence Author:Hui Zhao

Volume:64

Issue:3

Page Number:28-44

Translation or Not:no

CN No.:null

Pre One:Stochastic differential game formulation on the reinsurance and investment problem

Next One:On the constant elasticity of variance model for the utility maximization problem with multiple risky assets

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