Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach (Q2513435)
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 investment-reinsurance with delay for mean-variance insurers: a maximum principle approach |
scientific article; zbMATH DE number 6391691
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach |
scientific article; zbMATH DE number 6391691 |
Statements
Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach (English)
0 references
28 January 2015
0 references
investment-reinsurance
0 references
mean-variance
0 references
delay
0 references
stochastic maximum principle
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8775702118873596
0 references
0.8640785217285156
0 references
0.8570863008499146
0 references
0.8561358451843262
0 references
0.8510392904281616
0 references
