Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model (Q2018495)
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scientific article; zbMATH DE number 6419098
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model |
scientific article; zbMATH DE number 6419098 |
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Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model (English)
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24 March 2015
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reinsurance and investment
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insurer and reinsurer
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mean-variance criterion
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time-consistent strategy
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constant elasticity of variance (CEV) model
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