Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps (Q2443229): Difference between revisions
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Latest revision as of 16:19, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps |
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Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps (English)
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4 April 2014
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time-consistent strategy
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investment and reinsurance
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insurer
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mean-variance criterion
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geometric Lévy process
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