Optimal Investment for an Insurer with Multiple Risky Assets Under Mean-Variance Criterion

DOI10.1007/978-3-7908-2084-3_17zbMath1151.91483OpenAlexW171187312MaRDI QIDQ3535267

Jun-Yi Guo, Jun-na Bi

Publication date: 10 November 2008

Published in: COMPSTAT 2008 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-7908-2084-3_17

zbMATH Keywords

efficient frontieroptimal investmentM-V portfolio selection

Mathematics Subject Classification ID

Related Items (1)

Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model

This page was built for publication: Optimal Investment for an Insurer with Multiple Risky Assets Under Mean-Variance Criterion