On maximizing the expected terminal utility by investment and reinsurance (Q1008787): Difference between revisions
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Revision as of 09:07, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On maximizing the expected terminal utility by investment and reinsurance |
scientific article |
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On maximizing the expected terminal utility by investment and reinsurance (English)
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30 March 2009
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expected utility
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Hamilton-Jacobi-Bellman equation
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investment
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proportional reinsurance
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