Optimal deterministic reinsurance and investment for an insurer under mean–variance criterion (Q5078527)
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scientific article; zbMATH DE number 7530971
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal deterministic reinsurance and investment for an insurer under mean–variance criterion |
scientific article; zbMATH DE number 7530971 |
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Optimal deterministic reinsurance and investment for an insurer under mean–variance criterion (English)
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23 May 2022
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reinsurance
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investment
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deterministic strategy
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Malliavin calculus
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