Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence (Q2520452): Difference between revisions
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Revision as of 23:08, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence |
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Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence (English)
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13 December 2016
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mean-variance problem
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common shock dependence
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investment-reinsurance
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Hamilton-Jacobi-Bellman equation
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no-bankruptcy constraint
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