Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility (Q2292185): Difference between revisions
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Latest revision as of 01:27, 25 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility |
scientific article |
Statements
Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility (English)
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3 February 2020
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mean-variance
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time-inconsistency
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open-loop stochastic control
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stochastic volatility model
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reinsurance-investment
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state-dependent risk aversion
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