Optimal reinsurance and investment in a Markovian regime-switching economy with delay and common shock (Q5064289): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1360/scm-2017-0371 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3137741502 / rank | |||
Normal rank | |||
Latest revision as of 10:34, 30 July 2024
scientific article; zbMATH DE number 7494974
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance and investment in a Markovian regime-switching economy with delay and common shock |
scientific article; zbMATH DE number 7494974 |
Statements
Optimal reinsurance and investment in a Markovian regime-switching economy with delay and common shock (English)
0 references
21 March 2022
0 references
mean-variance
0 references
reinsurance and investment
0 references
dependent risk
0 references
extended Hamilton-Jacobi-Bellman equation
0 references
Markovian regime-switching
0 references
