@article{RO_2021__55_4_2469_0, author = {Li, Bohan and Guo, Junyi}, title = {Optimal reinsurance and investment strategies for an insurer under monotone mean-variance criterion}, journal = {RAIRO. Operations Research}, pages = {2469--2489}, year = {2021}, publisher = {EDP-Sciences}, volume = {55}, number = {4}, doi = {10.1051/ro/2021114}, mrnumber = {4303673}, zbl = {1471.91468}, language = {en}, url = {https://www.numdam.org/articles/10.1051/ro/2021114/} }