Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process (Q5079961)
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scientific article; zbMATH DE number 7533682
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process |
scientific article; zbMATH DE number 7533682 |
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Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process (English)
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30 May 2022
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reinsurance
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investment
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mean-variance criterion
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time consistency
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stochastic control
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