Optimal reinsurance/investment problems for general insurance models (Q835068): Difference between revisions
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Revision as of 02:20, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance/investment problems for general insurance models |
scientific article |
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Optimal reinsurance/investment problems for general insurance models (English)
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27 August 2009
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Cramér-Lundberg reserve model
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proportional reinsurance
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optimal investment
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Girsanov transformation
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duality method
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backward stochastic differential equations
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