A characterization of equilibrium strategies in continuous-time mean-variance problems for insurers (Q320304)
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scientific article; zbMATH DE number 6633931
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A characterization of equilibrium strategies in continuous-time mean-variance problems for insurers |
scientific article; zbMATH DE number 6633931 |
Statements
A characterization of equilibrium strategies in continuous-time mean-variance problems for insurers (English)
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6 October 2016
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time inconsistency
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mean-variance criterion
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investment-reinsurance strategy
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insurer
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equilibrium strategy
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forward-backward stochastic differential equation
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