Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information
Zongxia Liang, Min Song (Department of Mathetical Sciences, Tsinghua University, Beijing, China)
| Year of publication: |
2015
|
|---|---|
| Authors: | Liang, Zongxia ; Song, Min |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 65.2015, p. 66-76
|
| Subject: | Equilibrium control law | Time-consistent strategy | Investment-reinsurance | Partial information | Mean-variance criterion | Regime switching | Theorie | Theory | Rückversicherung | Reinsurance | Portfolio-Management | Portfolio selection | Unvollkommene Information | Incomplete information | Zeitkonsistenz | Time consistency | Versicherung | Insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2015.08.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011422871