Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security (Q5964415): Difference between revisions
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| Property / DOI: 10.1016/J.JMAA.2016.01.035 / rank | |||
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Latest revision as of 12:33, 9 December 2024
scientific article; zbMATH DE number 6547155
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security |
scientific article; zbMATH DE number 6547155 |
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Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security (English)
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29 February 2016
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defaultable bond
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time-consistent strategy
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investment and reinsurance
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mean-variance criterion
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insurer
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