Optimal reinsurance–investment policies for insurers with mispricing under mean-variance criterion (Q5093743)
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scientific article; zbMATH DE number 7565512
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance–investment policies for insurers with mispricing under mean-variance criterion |
scientific article; zbMATH DE number 7565512 |
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Optimal reinsurance–investment policies for insurers with mispricing under mean-variance criterion (English)
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1 August 2022
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reinsurance-investment
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mispricing
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mean-variance
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equilibrium strategies
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extended HJB system
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