Optimal time-consistent reinsurance strategies for mean-variance insurers under thinning dependence structure (Q4986421)
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scientific article; zbMATH DE number 7339879
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal time-consistent reinsurance strategies for mean-variance insurers under thinning dependence structure |
scientific article; zbMATH DE number 7339879 |
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Optimal time-consistent reinsurance strategies for mean-variance insurers under thinning dependence structure (English)
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27 April 2021
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thinning dependence
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time-consistent strategy
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mean-variance
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extended Hamilton-Jacobi-Bellman
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proportional reinsurance
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