Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling (Q282282)
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scientific article; zbMATH DE number 6579586
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| English | Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling |
scientific article; zbMATH DE number 6579586 |
Statements
Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling (English)
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12 May 2016
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investment and reinsurance
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generalized mean-variance premium principle
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expected utility
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ruin probability
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stochastic control
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0.8574152588844299
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0.8474552631378174
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0.8447777032852173
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0.8425378203392029
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