Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models (Q2360965)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models |
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Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models (English)
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29 June 2017
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investment-reinsurance problem
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mean-variance analysis
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time-consistent strategy
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CEV model
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