Tootfinder

Sondenfoto zeigt Chinas Mondlander Chang'e 6
Die NASA hat ein Bild von der Rückseite des Mondes veröffentlicht. Es zeige den Landeplatz der chinesischen Sonde Chang'e 6.
https://www.

Constrained mean-variance investment-reinsurance under the Cram\'er-Lundberg model with random coefficients
Xiaomin Shi, Zuo Quan Xu
https://arxiv.org/abs/2406.10465

Constrained mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients
In this paper, we study an optimal mean-variance investment-reinsurance problem for an insurer (she) under a Cramér-Lundberg model with random coefficients. At any time, the insurer can purchase reinsurance or acquire new business and invest her surplus in a security market consisting of a risk-free asset and multiple risky assets, subject to a general convex cone investment constraint. We reduce the problem to a constrained stochastic linear-quadratic control problem with jumps whose solution…