Optimal time-consistent investment and reinsurance policies for mean-variance insurers (Q2276271): Difference between revisions
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Revision as of 18:20, 22 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal time-consistent investment and reinsurance policies for mean-variance insurers |
scientific article |
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Optimal time-consistent investment and reinsurance policies for mean-variance insurers (English)
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1 August 2011
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time-consistency
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continuous-time investment and reinsurance choice
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mean-variance criterion
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insurer
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Hamilton-Jacobi-Bellman equation
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