Constant elasticity of variance model for proportional reinsurance and investment strategies (Q661201): 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 01:54, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Constant elasticity of variance model for proportional reinsurance and investment strategies |
scientific article |
Statements
Constant elasticity of variance model for proportional reinsurance and investment strategies (English)
0 references
10 February 2012
0 references
constant elasticity of variance
0 references
reinsurance
0 references
Hamilton-Jacobi-Bellman equation
0 references
optimal strategies
0 references