Equilibrium investment-reinsurance strategy under information asymmetry and random horizon (Q6496486)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7842135
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Equilibrium investment-reinsurance strategy under information asymmetry and random horizon |
scientific article; zbMATH DE number 7842135 |
Statements
Equilibrium investment-reinsurance strategy under information asymmetry and random horizon (English)
0 references
3 May 2024
0 references
inside information
0 references
partial information
0 references
random horizon
0 references
equilibrium strategy
0 references
mean-variance criterion
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8223657608032227
0 references
0.8093926310539246
0 references
0.8055105209350586
0 references
0.8036327958106995
0 references
0.7976382374763489
0 references
