Optimal mean-variance investment/reinsurance with common shock in a regime-switching market (Q2274152)
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: Optimal mean-variance investment/reinsurance with common shock in a regime-switching market |
scientific article; zbMATH DE number 7107348
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal mean-variance investment/reinsurance with common shock in a regime-switching market |
scientific article; zbMATH DE number 7107348 |
Statements
Optimal mean-variance investment/reinsurance with common shock in a regime-switching market (English)
0 references
19 September 2019
0 references
common shock
0 references
efficient frontier
0 references
mean-variance criterion
0 references
optimal investment-reinsurance strategy
0 references
regime-switching
0 references
stochastic control
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.900212287902832
0 references
0.8989450335502625
0 references
0.890348494052887
0 references
0.8901401162147522
0 references
