Investment strategy for insurers under mean-variance criterion without terminal constraint (Q2926957)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Investment strategy for insurers under mean-variance criterion without terminal constraint |
scientific article; zbMATH DE number 6363984
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Investment strategy for insurers under mean-variance criterion without terminal constraint |
scientific article; zbMATH DE number 6363984 |
Statements
3 November 2014
0 references
mean-variance criterion
0 references
Hamilton-Jacobi-Bellman equation
0 references
Lagrange multiplier
0 references
optimal investment strategy
0 references
Investment strategy for insurers under mean-variance criterion without terminal constraint (English)
0 references
