Optimal reinsurance and investment problem with default risk and bounded memory (Q3386600): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 16:45, 4 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance and investment problem with default risk and bounded memory |
scientific article |
Statements
Optimal reinsurance and investment problem with default risk and bounded memory (English)
0 references
5 January 2021
0 references
default risk
0 references
optimal reinsurance-investment strategy
0 references
bounded memory
0 references
CEV model
0 references
Hamilton-Jacobi-Bellman equation
0 references
