Benchmark and mean-variance problems for insurers (Q814890)
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scientific article; zbMATH DE number 5004480
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| English | Benchmark and mean-variance problems for insurers |
scientific article; zbMATH DE number 5004480 |
Statements
Benchmark and mean-variance problems for insurers (English)
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8 February 2006
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stochastic LQ problem
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Lagrange theory
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HJB equation
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0.8434211611747742
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0.8345240950584412
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0.8342201709747314
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0.832638680934906
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0.8276379704475403
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