Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model (Q2018495)
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scientific article; zbMATH DE number 6419098
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| English | Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model |
scientific article; zbMATH DE number 6419098 |
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Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model (English)
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24 March 2015
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reinsurance and investment
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insurer and reinsurer
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mean-variance criterion
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time-consistent strategy
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constant elasticity of variance (CEV) model
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0.92333984375
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0.9206238389015198
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0.882081925868988
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0.8794500231742859
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