Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information

DOI10.1016/j.insmatheco.2015.08.008zbMath1348.91168OpenAlexW1609731255MaRDI QIDQ896745

Zongxia Liang, Min Song

Publication date: 14 December 2015

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.08.008

zbMATH Keywords

regime switchingpartial informationmean-variance criteriontime-consistent strategyequilibrium control lawinvestment-reinsurance

Mathematics Subject Classification ID

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