Alpha-robust mean-variance reinsurance and investment strategies with transaction costs (Q6653506)
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scientific article; zbMATH DE number 7958802
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Alpha-robust mean-variance reinsurance and investment strategies with transaction costs |
scientific article; zbMATH DE number 7958802 |
Statements
Alpha-robust mean-variance reinsurance and investment strategies with transaction costs (English)
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16 December 2024
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alpha-robust mean-variance criterion
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transaction costs
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market correlation
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reinsurance-investment
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time consistency
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