Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps (Q903344): Difference between revisions
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Revision as of 01:33, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps |
scientific article |
Statements
Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps (English)
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5 January 2016
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robust optimal control
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reinsurance and investment
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jump-diffusion model
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mean-variance criterion
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equilibrium strategy
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