Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate (Q5881714)
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scientific article; zbMATH DE number 7662328
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate |
scientific article; zbMATH DE number 7662328 |
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Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate (English)
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13 March 2023
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mean-variance
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time consistency
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reinsurance investment
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mortality model
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long-range dependence
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