Publication:4989554
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zbMath1466.91246MaRDI QIDQ4989554
Publication date: 25 May 2021
time inconsistency; forward-backward stochastic differential equation; insurer; mean-variance criterion; equilibrium strategy; investment-reinsurance strategy
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
91G05: Actuarial mathematics