Optimal investment for an insurer: the martingale approach (Q995514)
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scientific article; zbMATH DE number 5186585
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| English | Optimal investment for an insurer: the martingale approach |
scientific article; zbMATH DE number 5186585 |
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Optimal investment for an insurer: the martingale approach (English)
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3 September 2007
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mean-variance efficient portfolio
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martingale approach
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forward-backward stochastic differential equation (FBSDE)
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insurer
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0.9307355
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0.9154794
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0.91477305
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0.9123979
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