Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market (Q2633700): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jmaa.2019.02.016 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2914613209 / rank | |||
Normal rank | |||
Latest revision as of 00:31, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market |
scientific article |
Statements
Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market (English)
0 references
10 May 2019
0 references
stochastic control
0 references
time-consistent strategy
0 references
defaultable bond
0 references
delay
0 references
reinsurance and investment
0 references
