Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market (Q2633700): Difference between revisions

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Latest revision as of 05:55, 19 July 2024

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Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market
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    Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market (English)
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    10 May 2019
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    stochastic control
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    time-consistent strategy
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    defaultable bond
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    delay
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    reinsurance and investment
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