Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers (Q1735037)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers |
scientific article |
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Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers (English)
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28 March 2019
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mean-variance
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equilibrium strategy
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time-consistency
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stochastic interest rate
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stochastic volatility
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