Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers (Q2015659): Difference between revisions

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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
scientific article

    Statements

    title
    Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers (English)
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    author
    Ping Chen
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    Sheung Chi Phillip Yam
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    publication date
    23 June 2014
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    zbMATH Keywords
    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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    cites work
    Q4845603
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    Q5480304
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    Q4514559
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    Q4778955
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    91G10
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    60J27
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    62H30
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    zbMATH DE Number
    6306932
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    OpenAlex ID
    W1989854381
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