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scientific article; zbMATH DE number 7796253
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scientific article; zbMATH DE number 7796253

    Statements

    author
    Jun-na Bi
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    Q6184743
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    publication date
    29 January 2024
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    zbMATH Keywords
    probability distortion
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    mean semi-variance
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    portfolio selection
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    reinsurance
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    stochastic differential formulation
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    91B30
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    93E20
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    zbMATH DE Number
    7796253
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