Time-consistent mean-variance reinsurance-investment in a jump-diffusion financial market (Q5277964)
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scientific article; zbMATH DE number 6744278
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent mean-variance reinsurance-investment in a jump-diffusion financial market |
scientific article; zbMATH DE number 6744278 |
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Time-consistent mean-variance reinsurance-investment in a jump-diffusion financial market (English)
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12 July 2017
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time-consistency
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proportional reinsurance
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investment
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jump-diffusion process
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common shock
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