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Q5401013 - MaRDI portal

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scientific article; zbMATH DE number 6268957
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English
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scientific article; zbMATH DE number 6268957

    Statements

    publication date
    12 March 2014
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    zbMATH Keywords
    mean-variance efficient portfolio
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    martingale approach
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    forward-backward stochastic differential equation (FBSDE)
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    insurer
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    author
    Jun-Feng Liu
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    91B30
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    60H10
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    93E20
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    zbMATH DE Number
    6268957
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