Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process (Q2347064): Difference between revisions

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Latest revision as of 02:52, 10 July 2024

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Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process
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    Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process (English)
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    26 May 2015
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    investment-reinsurance
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    mean-variance criterion
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    backward stochastic differential equation
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    efficient strategy
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    efficient frontier
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