Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk (Q495442): Difference between revisions
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| Property / author | |||
| Property / author: Xi-Min Rong / rank | |||
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| Property / author: Hui Zhao / rank | |||
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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 / Mathematics Subject Classification ID: 91G10 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H30 / rank | |||
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| Property / zbMATH DE Number: 6481759 / rank | |||
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reinsurance and investment | |||
| Property / zbMATH Keywords: reinsurance and investment / rank | |||
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mean-variance criterion | |||
| Property / zbMATH Keywords: mean-variance criterion / rank | |||
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time-consistent strategy | |||
| Property / zbMATH Keywords: time-consistent strategy / rank | |||
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stochastic interest rate | |||
| Property / zbMATH Keywords: stochastic interest rate / rank | |||
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stochastic inflation index | |||
| Property / zbMATH Keywords: stochastic inflation index / rank | |||
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stochastic control | |||
| Property / zbMATH Keywords: stochastic control / rank | |||
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Revision as of 23:54, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk |
scientific article |
Statements
Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk (English)
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14 September 2015
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reinsurance and investment
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mean-variance criterion
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time-consistent strategy
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stochastic interest rate
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stochastic inflation index
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stochastic control
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