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scientific article; zbMATH DE number 7338528
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scientific article; zbMATH DE number 7338528

    Statements

    author
    Xia Zhao
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    Yu Shi
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    publication date
    26 April 2021
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    zbMATH Keywords
    asset allocation
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    reinsurance policy
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    mean-variance-CVaR criteria
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    martingale method
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    Identifiers

    Mathematics Subject Classification ID
    91G05
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    91B32
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    60G44
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    zbMATH DE Number
    7338528
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