Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model (Q2444720): Difference between revisions
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Revision as of 21:37, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model |
scientific article |
Statements
Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model (English)
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10 April 2014
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investment and reinsurance strategy
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stochastic volatility
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time-consistency
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insurer
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mean-variance criterion
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