Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables (Q898969): Difference between revisions
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Latest revision as of 07:40, 10 December 2024
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| Language | Label | Description | Also known as |
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| English | Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables |
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Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables (English)
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21 December 2015
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Hamilton-Jacobi-Bellman equation
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jump-diffusion process
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exponential utility
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investment
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proportional reinsurance
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