Constrained monotone mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients (Q6577514)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Constrained monotone mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients |
scientific article; zbMATH DE number 7885773
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constrained monotone mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients |
scientific article; zbMATH DE number 7885773 |
Statements
Constrained monotone mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients (English)
0 references
24 July 2024
0 references
monotone mean-variance
0 references
Cramér-Lundberg model
0 references
cone constraints
0 references
BSDE with jumps
0 references
random coefficients
0 references
0 references
0 references
0 references
0 references
0 references
