Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information (Q519261): Difference between revisions
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Revision as of 20:55, 9 February 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)
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4 April 2017
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reinsurance
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portfolio
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inside information
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time-consistency
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mean-variance criterion
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