Optimal investment-reinsurance strategy with exchange rate risk under variance premium principle (Q3307482)
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scientific article; zbMATH DE number 7234633
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| English | Optimal investment-reinsurance strategy with exchange rate risk under variance premium principle |
scientific article; zbMATH DE number 7234633 |
Statements
12 August 2020
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variance premium principle
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exchange rate risk
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optimal investment
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reinsurance
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0.8731947541236877
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0.8272202014923096
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0.826994001865387
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0.8207119703292847
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0.8200761079788208
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