Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate
Ling Wang, Mei Choi Chiu and Hoi Ying Wong
| Year of publication: |
2023
|
|---|---|
| Authors: | Wang, Ling ; Chiu, Mei Choi ; Wong, Hoi Ying |
| Subject: | long-range dependence | Mean-variance | mortality model | reinsurance investment | time consistency | Sterblichkeit | Mortality | Theorie | Theory | Rückversicherung | Reinsurance | Zeitkonsistenz | Time consistency | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Risikomodell | Risk model | Portfolio-Management | Portfolio selection |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2022.2089050 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014325034