Optimal mean-variance reinsurance with delay and multiple\\ classes of dependent risks (Q5063852)
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scientific article; zbMATH DE number 7494560
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal mean-variance reinsurance with delay and multiple\\ classes of dependent risks |
scientific article; zbMATH DE number 7494560 |
Statements
Optimal mean-variance reinsurance with delay and multiple\\ classes of dependent risks (English)
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21 March 2022
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common shock dependence
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mean-variance utility
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time-inconsistence strategy
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extended Hamilton-Jacobi-Bellman equation
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proportional reinsurance
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