Optimal investment and reinsurance problem toward joint interests of the insurer and the reinsurer under default risk (Q5867741): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
(4 intermediate revisions by 3 users not shown) | |||
Property / author | |||
Property / author: Yong-Tao Zhang / rank | |||
Property / author | |||
Property / author: Xi-Min Rong / rank | |||
Property / author | |||
Property / author: Yong-Tao Zhang / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Xi-Min Rong / rank | |||
Normal rank | |||
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/10.1080/03610926.2020.1862872 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3120265486 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 01:27, 20 March 2024
scientific article; zbMATH DE number 7585007
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal investment and reinsurance problem toward joint interests of the insurer and the reinsurer under default risk |
scientific article; zbMATH DE number 7585007 |
Statements
Optimal investment and reinsurance problem toward joint interests of the insurer and the reinsurer under default risk (English)
0 references
14 September 2022
0 references
defaultable bond
0 references
investment and reinsurance
0 references
joint interests
0 references
exponential utility
0 references
dynamic programming
0 references