Time-consistent reinsurance-investment strategy for mean-variance insurers with defaultable security and jumps
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Publication:4626795
Recommendations
- Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security
- Time-consistent mean-variance proportional reinsurance and investment problem in a defaultable market
- Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps
- scientific article; zbMATH DE number 7156564
- Time-consistent mean-variance reinsurance-investment in a jump-diffusion financial market
Cited in
(11)- Optimal reinsurance–investment policies for insurers with mispricing under mean-variance criterion
- Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting
- scientific article; zbMATH DE number 6401490 (Why is no real title available?)
- Time-consistent mean-variance reinsurance-investment in a jump-diffusion financial market
- Time-consistent investment-proportional reinsurance strategy under a jump-diffusion model
- Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models
- Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps
- Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security
- Time-consistent mean-variance proportional reinsurance and investment problem in a defaultable market
- Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market
- scientific article; zbMATH DE number 7156564 (Why is no real title available?)
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