Optimal mean-variance investment-reinsurance strategy for a dependent risk model with Ornstein-Uhlenbeck process (Q2152261)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal mean-variance investment-reinsurance strategy for a dependent risk model with Ornstein-Uhlenbeck process |
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Optimal mean-variance investment-reinsurance strategy for a dependent risk model with Ornstein-Uhlenbeck process (English)
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7 July 2022
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optimal investment-reinsurance strategy
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common shock
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mean-reverting processes
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backward stochastic differential equation
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efficient frontier
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