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Property / DOI: 10.1016/j.insmatheco.2013.10.004 / rank
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Latest revision as of 19:09, 16 December 2024

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Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers
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    Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers (English)
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    23 June 2014
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    proportional reinsurance
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    optimal investment-reinsurance
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    geometric Brownian motion
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    mean-variance
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    efficient frontier
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