Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information (Q2674938): Difference between revisions
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Latest revision as of 16:40, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information |
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Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information (English)
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14 September 2022
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mean-variance
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optimal reinsurance and investment
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partial information
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stochastic filtering
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viscosity solution
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