Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps (Q903344)
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scientific article; zbMATH DE number 6526563
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| English | Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps |
scientific article; zbMATH DE number 6526563 |
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Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps (English)
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5 January 2016
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robust optimal control
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reinsurance and investment
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jump-diffusion model
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mean-variance criterion
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equilibrium strategy
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0.902848482131958
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0.8770637512207031
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0.8578327894210815
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0.8549491167068481
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