Alpha-robust mean-variance reinsurance-investment strategy (Q1656367)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Alpha-robust mean-variance reinsurance-investment strategy |
scientific article; zbMATH DE number 6916105
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Alpha-robust mean-variance reinsurance-investment strategy |
scientific article; zbMATH DE number 6916105 |
Statements
Alpha-robust mean-variance reinsurance-investment strategy (English)
0 references
10 August 2018
0 references
\(\alpha\)-maxmin utility
0 references
robust reinsurance-investment problem
0 references
mean-variance criterion
0 references
time-consistent equilibrium strategy
0 references
Lévy insurance model
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.89018786
0 references
0.8851341
0 references
0.8846159
0 references
0.8831476
0 references
0.8754855
0 references
0.87311333
0 references
0.8721731
0 references
0.8709762
0 references
0.87043583
0 references
