Optimal investment and reinsurance for an insurer under Markov-modulated financial market (Q2397849): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and reinsurance for an insurer under Markov-modulated financial market |
scientific article |
Statements
Optimal investment and reinsurance for an insurer under Markov-modulated financial market (English)
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24 May 2017
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optimal investment
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reinsurance
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Markov modulated risk model
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HJB equation
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ruin probability
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