Optimal time-consistent investment and reinsurance policies for mean-variance insurers (Q2276271)
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scientific article; zbMATH DE number 5934678
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| English | Optimal time-consistent investment and reinsurance policies for mean-variance insurers |
scientific article; zbMATH DE number 5934678 |
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Optimal time-consistent investment and reinsurance policies for mean-variance insurers (English)
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1 August 2011
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time-consistency
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continuous-time investment and reinsurance choice
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mean-variance criterion
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insurer
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Hamilton-Jacobi-Bellman equation
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0.8870657682418823
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0.8697798848152161
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0.8690010905265808
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