Optimal reinsurance and investment in a diffusion model (Q777940): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/s10203-019-00265-8 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S10203-019-00265-8 / rank | |||
Normal rank | |||
Revision as of 09:26, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance and investment in a diffusion model |
scientific article |
Statements
Optimal reinsurance and investment in a diffusion model (English)
0 references
8 July 2020
0 references
optimal reinsurance
0 references
optimal investment
0 references
Hamilton-Jacobi-Bellman equation
0 references
SAHARA utility
0 references
proportional reinsurance
0 references
excess-of-loss reinsurance
0 references
0 references
0 references
