Optimal time-consistent investment and reinsurance policies for mean-variance insurers
Year of publication: |
2011
|
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Authors: | Zeng, Yan ; Li, Zhongfei |
Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 49.2011, 1, p. 145-154
|
Subject: | Rückversicherung | Reinsurance | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikomodell | Risk model |
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