Time-consistent mean–variance proportional reinsurance and investment problem in a defaultable market (Q4643689)
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scientific article; zbMATH DE number 6875469
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent mean–variance proportional reinsurance and investment problem in a defaultable market |
scientific article; zbMATH DE number 6875469 |
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Time-consistent mean–variance proportional reinsurance and investment problem in a defaultable market (English)
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28 May 2018
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time-consistent strategy
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mean-variance
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CEV model
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defaultable bond
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proportional reinsurance
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