A new equilibrium concept for mixed continuous-and-jump controls under mean-variance is proven via verification and necessary conditions, with an explicit coupled reinsurance solution.
Management Science , year =
1 Pith paper cite this work, alongside 127 external citations. Polarity classification is still indexing.
1
Pith paper citing it
127
external citations · OpenAlex
fields
math.OC 1years
2026 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Equilibrium for Regular-Singular Control under Mean-Variance Criterion
A new equilibrium concept for mixed continuous-and-jump controls under mean-variance is proven via verification and necessary conditions, with an explicit coupled reinsurance solution.