Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer (Q2449384): Difference between revisions

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Revision as of 11:37, 8 July 2024

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Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer
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    Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer (English)
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    8 May 2014
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    mean-variance criterion
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    optimal investment
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    optimal reinsurance
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    efficient frontier
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    efficient strategy
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    no-bankruptcy constraint
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