Publication:4983974

DOI10.3969/j.issn.1001-4268.2020.05.008zbMath1474.91170MaRDI QIDQ4983974

Yu Shi, Xia Zhao

Publication date: 26 April 2021

zbMATH Keywords

asset allocation; martingale method; reinsurance policy; mean-variance-CVaR criteria

Mathematics Subject Classification ID

60G44: Martingales with continuous parameter

91B32: Resource and cost allocation (including fair division, apportionment, etc.)

91G05: Actuarial mathematics