Exponential utility maximization for an insurer with time-inconsistent preferences (Q2520436): Difference between revisions

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Property / author: Rong-Ming Wang / rank
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Property / author: Rong-Ming Wang / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.06.003 / rank
 
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Property / OpenAlex ID: W2463256459 / rank
 
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Latest revision as of 02:39, 13 July 2024

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Exponential utility maximization for an insurer with time-inconsistent preferences
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    Exponential utility maximization for an insurer with time-inconsistent preferences (English)
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    13 December 2016
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    consumption-investment-reinsurance strategy
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    time inconsistence
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    equilibrium strategy
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    backward stochastic differential equation
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    integral equation
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