Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint (Q931183): Difference between revisions
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Revision as of 16:58, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint |
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Statements
Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint (English)
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25 June 2008
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exponential utility
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Hamilton-Jacobi-Bellman equation
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optimal strategy
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probability of ruin
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proportional reinsurance
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