Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach (Q2513435): Difference between revisions
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Revision as of 19:53, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach |
scientific article |
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Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach (English)
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28 January 2015
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investment-reinsurance
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mean-variance
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delay
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stochastic maximum principle
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