Optimal reinsurance and investment in a diffusion model (Q777940): Difference between revisions
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Latest revision as of 03:22, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance and investment in a diffusion model |
scientific article |
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Optimal reinsurance and investment in a diffusion model (English)
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8 July 2020
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optimal reinsurance
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optimal investment
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Hamilton-Jacobi-Bellman equation
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SAHARA utility
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proportional reinsurance
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excess-of-loss reinsurance
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