Time-consistent mean–variance proportional reinsurance and investment problem in a defaultable market (Q4643689): Difference between revisions

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Revision as of 16:43, 5 March 2024

scientific article; zbMATH DE number 6875469
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Time-consistent mean–variance proportional reinsurance and investment problem in a defaultable market
scientific article; zbMATH DE number 6875469

    Statements

    Time-consistent mean–variance proportional reinsurance and investment problem in a defaultable market (English)
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    28 May 2018
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    time-consistent strategy
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    mean-variance
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    CEV model
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    defaultable bond
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    proportional reinsurance
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