Optimal time-consistent investment and reinsurance policies for mean-variance insurers (Q2276271)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal time-consistent investment and reinsurance policies for mean-variance insurers |
scientific article |
Statements
Optimal time-consistent investment and reinsurance policies for mean-variance insurers (English)
0 references
1 August 2011
0 references
time-consistency
0 references
continuous-time investment and reinsurance choice
0 references
mean-variance criterion
0 references
insurer
0 references
Hamilton-Jacobi-Bellman equation
0 references
