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机译:平均方差投资和风险控制策略 - 通过前向辅助过程的时间一致方法
Univ New South Wales Sch Risk & Actuarial Studies Sydney NSW 2052 Australia;
Univ Connecticut Dept Math 341 Mansfield Rd U1009 Storrs CT 06269 USA;
Optimal reinsurance; Jump-diffusion; Hamilton-Jacobi-Bellman equation; Time-consistent control; Precommitment;