Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer (Q2449384)
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scientific article; zbMATH DE number 6293031
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| English | Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer |
scientific article; zbMATH DE number 6293031 |
Statements
Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer (English)
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8 May 2014
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mean-variance criterion
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optimal investment
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optimal reinsurance
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efficient frontier
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efficient strategy
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no-bankruptcy constraint
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0.8630563616752625
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0.8397670388221741
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0.8340907096862793
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0.8270213603973389
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