Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models (Q2360965)
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scientific article; zbMATH DE number 6737044
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| English | Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models |
scientific article; zbMATH DE number 6737044 |
Statements
Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models (English)
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29 June 2017
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investment-reinsurance problem
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mean-variance analysis
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time-consistent strategy
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CEV model
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0.9545567
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0.9412844
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0.91285264
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0.90213555
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0.8974471
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