Equilibrium reinsurance-investment strategy with a common shock under two kinds of premium principles (Q5034781)
From MaRDI portal
scientific article; zbMATH DE number 7477219
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium reinsurance-investment strategy with a common shock under two kinds of premium principles |
scientific article; zbMATH DE number 7477219 |
Statements
Equilibrium reinsurance-investment strategy with a common shock under two kinds of premium principles (English)
0 references
21 February 2022
0 references
optimal reinsurance-investment
0 references
common shock
0 references
premium principles
0 references
mean-variance criterion
0 references
equilibrium strategy
0 references
