Optimal reinsurance and investment problem for an insurer with counterparty risk (Q2347114): Difference between revisions
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Latest revision as of 03:09, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance and investment problem for an insurer with counterparty risk |
scientific article |
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Optimal reinsurance and investment problem for an insurer with counterparty risk (English)
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26 May 2015
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optimal reinsurance
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optimal investment
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default risk
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Hamilton-Jacobi-Bellman equation
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Heston model
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