Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach

DOI10.1016/j.insmatheco.2014.04.004zbMath1304.91132OpenAlexW1987404879MaRDI QIDQ2513435

Publication date: 28 January 2015

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2014.04.004

zbMATH Keywords

delay stochastic maximum principle mean-variance investment-reinsurance

Mathematics Subject Classification ID

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