Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints (Q2171072)
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scientific article; zbMATH DE number 7590601
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| English | Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints |
scientific article; zbMATH DE number 7590601 |
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Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints (English)
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23 September 2022
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reinsurance
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new business
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mean-variance
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equilibrium strategy
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time-inconsistency
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0.8510550856590271
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0.8371930718421936
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0.8297950625419617
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0.807357668876648
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