scientific article; zbMATH DE number 7366597

zbMATH Open1474.91163MaRDI QIDQ4996438

Peng Yang, Zhijiang Yang

Publication date: 1 July 2021

Title of this publication is not available (Why is that?)

zbMATH Keywords

investmentreinsurancemean-variance criterionrelative performancetime consistency

Mathematics Subject Classification ID

Applications of game theory (91A80) Optimal stochastic control (93E20) Portfolio theory (91G10) Actuarial mathematics (91G05)

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Title not available (Why is that?) ⋮ Structured reinsurance deals with reference to relative market performance ⋮ Investment policies and reinsurance for pension funds

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