Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling (Q282282): Difference between revisions
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Revision as of 23:54, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling |
scientific article |
Statements
Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling (English)
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12 May 2016
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investment and reinsurance
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generalized mean-variance premium principle
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expected utility
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ruin probability
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stochastic control
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