Optimal investment and reinsurance problem toward joint interests of the insurer and the reinsurer under default risk (Q5867741): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
Property / author | |||
Property / author: Yong-Tao Zhang / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Xi-Min Rong / rank | |||
Normal rank |
Revision as of 20:54, 13 February 2024
scientific article; zbMATH DE number 7585007
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal investment and reinsurance problem toward joint interests of the insurer and the reinsurer under default risk |
scientific article; zbMATH DE number 7585007 |
Statements
Optimal investment and reinsurance problem toward joint interests of the insurer and the reinsurer under default risk (English)
0 references
14 September 2022
0 references
defaultable bond
0 references
investment and reinsurance
0 references
joint interests
0 references
exponential utility
0 references
dynamic programming
0 references