Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information (Q2674938): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1906.08410 / rank | |||
Normal rank | |||
Revision as of 07:53, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information |
scientific article |
Statements
Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information (English)
0 references
14 September 2022
0 references
mean-variance
0 references
optimal reinsurance and investment
0 references
partial information
0 references
stochastic filtering
0 references
viscosity solution
0 references
