Optimal mean-semi-variance investment-reinsurance problem under probability distortion for an insurer (Q6184744)
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scientific article; zbMATH DE number 7796253
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| English | Optimal mean-semi-variance investment-reinsurance problem under probability distortion for an insurer |
scientific article; zbMATH DE number 7796253 |
Statements
29 January 2024
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probability distortion
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mean semi-variance
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portfolio selection
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reinsurance
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stochastic differential formulation
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0.807529628276825
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0.8023490309715271
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0.7994769811630249
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0.7994624376296997
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0.7976862788200378
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