Optimal reinsurance and investment strategies for an insurer under monotone mean-variance criterion (Q5158321)
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scientific article; zbMATH DE number 7412794
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance and investment strategies for an insurer under monotone mean-variance criterion |
scientific article; zbMATH DE number 7412794 |
Statements
Optimal reinsurance and investment strategies for an insurer under monotone mean-variance criterion (English)
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21 October 2021
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optimal reinsurance
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monotone mean-variance preference
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Hamilton-Jacobi-Bellman-Isaacs equation
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monotone
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efficient frontier
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capital asset pricing model
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