Optimal mean-variance investment/reinsurance with common shock in a regime-switching market (Q2274152): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
| Property / author | |||
| Property / author: Jun-na Bi / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Kam-Chuen Yuen / rank | |||
Normal rank | |||
Revision as of 16:06, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal mean-variance investment/reinsurance with common shock in a regime-switching market |
scientific article |
Statements
Optimal mean-variance investment/reinsurance with common shock in a regime-switching market (English)
0 references
19 September 2019
0 references
common shock
0 references
efficient frontier
0 references
mean-variance criterion
0 references
optimal investment-reinsurance strategy
0 references
regime-switching
0 references
stochastic control
0 references
