Optimal strategies of benchmark and mean-variance portfolio selection problems for insurers (Q654939)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal strategies of benchmark and mean-variance portfolio selection problems for insurers |
scientific article; zbMATH DE number 5992069
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal strategies of benchmark and mean-variance portfolio selection problems for insurers |
scientific article; zbMATH DE number 5992069 |
Statements
Optimal strategies of benchmark and mean-variance portfolio selection problems for insurers (English)
0 references
28 December 2011
0 references
benchmark and mean-variance portfolio selection
0 references
insurers
0 references
jump diffusion
0 references
optimal strategies
0 references
stochastic maximum principle
0 references
0.8434211611747742
0 references
0.8400123715400696
0 references
0.8258770108222961
0 references
0.8138390779495239
0 references
0.8114551901817322
0 references
