On optimal investment in a reinsurance context with a point process market model (Q661254): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 08:53, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On optimal investment in a reinsurance context with a point process market model |
scientific article |
Statements
On optimal investment in a reinsurance context with a point process market model (English)
0 references
10 February 2012
0 references
reinsurance and investment
0 references
expected utility maximization
0 references
ruin minimization
0 references
value iteration
0 references
