Time-consistent proportional reinsurance and investment strategies under ambiguous environment (Q1622519): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2018.09.007 / rank
 
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Time-consistent proportional reinsurance and investment strategies under ambiguous environment
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    Time-consistent proportional reinsurance and investment strategies under ambiguous environment (English)
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    19 November 2018
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    smooth ambiguity control
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    proportional reinsurance
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    optimal investment
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    time-consistent strategy
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    equilibrium control law
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