Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information (Q896745)
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scientific article; zbMATH DE number 6520853
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| English | Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information |
scientific article; zbMATH DE number 6520853 |
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Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information (English)
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14 December 2015
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equilibrium control law
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time-consistent strategy
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investment-reinsurance
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partial information
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mean-variance criterion
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regime switching
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0.8804081082344055
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0.8584357500076294
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0.8533819913864136
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0.8528587818145752
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0.8506060242652893
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