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scientific article; zbMATH DE number 7351025 - MaRDI portal

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Publication:4989554

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zbMath1466.91246MaRDI QIDQ4989554

Farid Chighoub, Ishak Alia

Publication date: 25 May 2021

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

time inconsistency forward-backward stochastic differential equation insurer mean-variance criterion equilibrium strategy investment-reinsurance strategy

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Actuarial mathematics (91G05)

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