Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information (Q519261)
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scientific article; zbMATH DE number 6700453
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| English | Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information |
scientific article; zbMATH DE number 6700453 |
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Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information (English)
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4 April 2017
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reinsurance
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portfolio
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inside information
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time-consistency
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mean-variance criterion
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0.96313214
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0.9482087
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0.9423478
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0.93896794
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0.93002033
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0.9288504
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0.92674637
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0.9266414
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