Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information (Q519261): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 07:26, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information |
scientific article |
Statements
Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information (English)
0 references
4 April 2017
0 references
reinsurance
0 references
portfolio
0 references
inside information
0 references
time-consistency
0 references
mean-variance criterion
0 references
