Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk (Q495442)
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scientific article; zbMATH DE number 6481759
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| English | Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk |
scientific article; zbMATH DE number 6481759 |
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Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk (English)
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14 September 2015
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reinsurance and investment
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mean-variance criterion
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time-consistent strategy
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stochastic interest rate
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stochastic inflation index
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stochastic control
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