Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process (Q2347064)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process |
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Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process (English)
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26 May 2015
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investment-reinsurance
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mean-variance criterion
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backward stochastic differential equation
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efficient strategy
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efficient frontier
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