Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security (Q5964415)
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scientific article; zbMATH DE number 6547155
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| English | Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security |
scientific article; zbMATH DE number 6547155 |
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Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security (English)
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29 February 2016
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defaultable bond
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time-consistent strategy
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investment and reinsurance
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mean-variance criterion
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insurer
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0.9506211876869202
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0.9275901317596436
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0.8827555179595947
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