Optimal strategies of benchmark and mean-variance portfolio selection problems for insurers (Q654939): Difference between revisions
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| Property / DOI: 10.3934/jimo.2010.6.483 / rank | |||
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| Property / author: Zhong-Fei Li / rank | |||
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| Property / OpenAlex ID: W1981781684 / rank | |||
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Latest revision as of 00:01, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal strategies of benchmark and mean-variance portfolio selection problems for insurers |
scientific article |
Statements
Optimal strategies of benchmark and mean-variance portfolio selection problems for insurers (English)
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28 December 2011
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benchmark and mean-variance portfolio selection
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insurers
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jump diffusion
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optimal strategies
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stochastic maximum principle
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