Optimal investment-reinsurance strategy with derivatives trading under the joint interests of an insurer and a reinsurer (Q2699113): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment-reinsurance strategy with derivatives trading under the joint interests of an insurer and a reinsurer |
scientific article |
Statements
Optimal investment-reinsurance strategy with derivatives trading under the joint interests of an insurer and a reinsurer (English)
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26 April 2023
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derivatives trading
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investment-reinsurance
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HJB equations
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certainty-equivalence
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utility function
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