Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence (Q2520452): Difference between revisions
From MaRDI portal
Latest revision as of 02:40, 13 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence |
scientific article |
Statements
Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence (English)
0 references
13 December 2016
0 references
mean-variance problem
0 references
common shock dependence
0 references
investment-reinsurance
0 references
Hamilton-Jacobi-Bellman equation
0 references
no-bankruptcy constraint
0 references
0 references
0 references
0 references