Optimal mean-variance reinsurance in a financial market with stochastic rate of return (Q1983739)
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scientific article; zbMATH DE number 7394170
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal mean-variance reinsurance in a financial market with stochastic rate of return |
scientific article; zbMATH DE number 7394170 |
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Optimal mean-variance reinsurance in a financial market with stochastic rate of return (English)
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10 September 2021
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investment-reinsurance strategy
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rate of investment return
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Ornstein-Uhlenbeck process
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backward stochastic differential equation
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efficient frontier
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