On maximizing the expected terminal utility by investment and reinsurance (Q1008787): Difference between revisions
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| Property / DOI: 10.3934/jimo.2008.4.801 / rank | |||
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| Property / author: Rong-Ming Wang / rank | |||
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| Property / author: Ding Jun Yao / rank | |||
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| Property / author: Rong-Ming Wang / rank | |||
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| Property / author | |||
| Property / author: Ding Jun Yao / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.3934/jimo.2008.4.801 / rank | |||
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| Property / OpenAlex ID: W2070380215 / rank | |||
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| Property / DOI: 10.3934/JIMO.2008.4.801 / rank | |||
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Latest revision as of 12:37, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On maximizing the expected terminal utility by investment and reinsurance |
scientific article |
Statements
On maximizing the expected terminal utility by investment and reinsurance (English)
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30 March 2009
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expected utility
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Hamilton-Jacobi-Bellman equation
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investment
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proportional reinsurance
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