Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer (Q2449384)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer |
scientific article |
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Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer (English)
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8 May 2014
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mean-variance criterion
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optimal investment
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optimal reinsurance
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efficient frontier
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efficient strategy
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no-bankruptcy constraint
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