Time-inconsistent reinsurance and investment optimization problem with delay under random risk aversion

Communications in Nonlinear Science and Numerical Simulation 2026 Open access

Read full text
Authors: Jian-hao Kang, Zhun Gou, Nan‐jing Huang
DOI: 10.1016/j.cnsns.2026.110304
Cited by: 0
References: 51

Fields of Study & Subjects

Capital Investment and Risk Analysis Risk and Portfolio Optimization

Publication details

Journal / source
Communications in Nonlinear Science and Numerical Simulation
Publisher
Elsevier BV
Volume
162
Pages
110304–110304
Publication date
6 June 2026
Language
EN