Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling (Q282282): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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| Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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| Property / zbMATH DE Number: 6579586 / rank | |||
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investment and reinsurance | |||
| Property / zbMATH Keywords: investment and reinsurance / rank | |||
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generalized mean-variance premium principle | |||
| Property / zbMATH Keywords: generalized mean-variance premium principle / rank | |||
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expected utility | |||
| Property / zbMATH Keywords: expected utility / rank | |||
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ruin probability | |||
| Property / zbMATH Keywords: ruin probability / rank | |||
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stochastic control | |||
| Property / zbMATH Keywords: stochastic control / rank | |||
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Revision as of 17:50, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling |
scientific article |
Statements
Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling (English)
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12 May 2016
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investment and reinsurance
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generalized mean-variance premium principle
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expected utility
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ruin probability
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stochastic control
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