Portfolio selection and risk control for an insurer in the Lévy market under mean-variance criterion (Q2405932): Difference between revisions
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Revision as of 23:51, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio selection and risk control for an insurer in the Lévy market under mean-variance criterion |
scientific article |
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Portfolio selection and risk control for an insurer in the Lévy market under mean-variance criterion (English)
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28 September 2017
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mean-variance
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martingale approach
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quadratic utility
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Lévy process
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