Optimal investment, consumption and proportional reinsurance under model uncertainty (Q2514622): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:26, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment, consumption and proportional reinsurance under model uncertainty |
scientific article |
Statements
Optimal investment, consumption and proportional reinsurance under model uncertainty (English)
0 references
3 February 2015
0 references
investment
0 references
consumption
0 references
reinsurance
0 references
model uncertainty
0 references
stochastic maximum principle
0 references
Malliavin calculus
0 references
