Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information
type: Item
instance of: scholarly article
title: Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information
zbMATH Open document ID: 1414.91172
author: Jing Cao
author: Xingchun Peng
author: Yijun Hu
published in: Acta Mathematicae Applicatae Sinica. English Series
publication date: 2017-04-04T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 6700453
zbMATH Keywords: reinsurance
zbMATH Keywords: portfolio
zbMATH Keywords: inside information
zbMATH Keywords: time-consistency
zbMATH Keywords: mean-variance criterion
MaRDI profile type: Publication
full work available at URL: s10255-016-0629-y
OpenAlex ID: W2523900260
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DOI: 10.1007/S10255-016-0629-Y
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description: scientific article; zbMATH DE number 6700453