Equilibrium excess-of-loss reinsurance and investment strategies for an insurer and a reinsurer (Q5039793)
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scientific article; zbMATH DE number 7596341
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium excess-of-loss reinsurance and investment strategies for an insurer and a reinsurer |
scientific article; zbMATH DE number 7596341 |
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Equilibrium excess-of-loss reinsurance and investment strategies for an insurer and a reinsurer (English)
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4 October 2022
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reinsurance and investment
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insurer and reinsurer
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mean-variance criterion
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time-consistent strategy
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stochastic volatility
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