{"title":"Optimal mean-variance investment and reinsurance strategies with a general Lévy process risk model","authors":"Haoran Yi, Yuanchuang Shan, Huisheng Shu, Xuekang Zhang","doi":"10.1080/21642583.2024.2306831","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":428785,"journal":{"name":"Systems Science & Control Engineering","volume":"11 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-02-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Systems Science & Control Engineering","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/21642583.2024.2306831","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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