Time-consistent reinsurance-investment strategy for mean-variance insurers with defaultable security and jumps (Q4626795)
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scientific article; zbMATH DE number 7033251
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| English | Time-consistent reinsurance-investment strategy for mean-variance insurers with defaultable security and jumps |
scientific article; zbMATH DE number 7033251 |
Statements
Time-consistent reinsurance-investment strategy for mean-variance insurers with defaultable security and jumps (English)
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6 March 2019
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mean-variance
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proportional reinsurance
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time-consistent strategy
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defaultable bond
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geometric Lévy process
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0.9506211876869202
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0.9313673377037048
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0.9276074171066284
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0.9026957750320436
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