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scientific article; zbMATH DE number 7108805

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Publication:5194457
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DOI10.13548/J.SXZZ.20180822.008zbMATH Open1438.91112MaRDI QIDQ5194457

Author name not available (Why is that?)

Publication date: 20 September 2019



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


zbMATH Keywords

Hamilton-Jacobi-Bellman equationproportional reinsurancemean-variance criterionequilibrium strategy


Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)



Related Items (4)

Title not available (Why is that?) ⋮ Optimal mean-variance investment-reinsurance strategy for a dependent risk model with Ornstein-Uhlenbeck process ⋮ Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information ⋮ Optimal time-consistent investment and reinsurance strategy under time delay and risk dependent model






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