Optimal investment strategies for an insurer under mean-variance in a dependent risk model (Q5167575)
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scientific article; zbMATH DE number 6311885
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| English | Optimal investment strategies for an insurer under mean-variance in a dependent risk model |
scientific article; zbMATH DE number 6311885 |
Statements
30 June 2014
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mean-variance model
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optimal investment strategy
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Lévy process
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Hamilton-Jacobi-Bellman equation
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0.8686255812644958
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0.8505510091781616
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0.850408673286438
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0.8485028147697449
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0.8480016589164734
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