Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer (Q2449384): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 08:16, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer |
scientific article |
Statements
Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer (English)
0 references
8 May 2014
0 references
mean-variance criterion
0 references
optimal investment
0 references
optimal reinsurance
0 references
efficient frontier
0 references
efficient strategy
0 references
no-bankruptcy constraint
0 references
