Optimal portfolio problem for an insurer under mean-variance criteria with jump-diffusion stochastic volatility model (Q2698613)
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| Language | Label | Description | Also known as |
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| English | Optimal portfolio problem for an insurer under mean-variance criteria with jump-diffusion stochastic volatility model |
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Optimal portfolio problem for an insurer under mean-variance criteria with jump-diffusion stochastic volatility model (English)
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24 April 2023
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portfolio optimization
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mean-variance criteria
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stochastic volatility
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efficient strategy
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efficient frontier
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