Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q1743390): Difference between revisions

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Latest revision as of 11:08, 15 July 2024

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Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence
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    Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence (English)
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    13 April 2018
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    exponential utility
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    Hamilton-Jacobi-Bellman equation
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    common shock dependence
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    investment/reinsurance
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    jump-diffusion process
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