Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff (Q2514608): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff |
scientific article |
Statements
Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff (English)
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3 February 2015
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investment
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consumption
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reinsurance
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backward stochastic differential equation
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Malliavin calculus
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