Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information
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Publication:2674938
DOI10.1007/s11424-022-0236-3zbMath1497.91268arXiv1906.08410OpenAlexW3125614824MaRDI QIDQ2674938
Publication date: 14 September 2022
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1906.08410
viscosity solutionpartial informationmean-variancestochastic filteringoptimal reinsurance and investment
Signal detection and filtering (aspects of stochastic processes) (60G35) Actuarial mathematics (91G05)
Cites Work
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