Optimal portfolio problem for an insurer under mean-variance criteria with jump-diffusion stochastic volatility model (Q2698613)
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scientific article; zbMATH DE number 7677923
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| English | Optimal portfolio problem for an insurer under mean-variance criteria with jump-diffusion stochastic volatility model |
scientific article; zbMATH DE number 7677923 |
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Optimal portfolio problem for an insurer under mean-variance criteria with jump-diffusion stochastic volatility model (English)
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24 April 2023
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portfolio optimization
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mean-variance criteria
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stochastic volatility
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efficient strategy
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efficient frontier
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0.8870963454246521
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0.8376669883728027
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0.8367149233818054
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0.8359691500663757
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0.8342099189758301
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