Optimal reinsurance strategy with mean-variance premium principle and relative performance concern (Q6667345)
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scientific article; zbMATH DE number 7971386
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance strategy with mean-variance premium principle and relative performance concern |
scientific article; zbMATH DE number 7971386 |
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Optimal reinsurance strategy with mean-variance premium principle and relative performance concern (English)
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20 January 2025
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reinsurance
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mean-variance principle
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robust optimal control
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non-zero-sum game
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