Time-consistent proportional reinsurance and investment strategies under ambiguous environment (Q1622519): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent proportional reinsurance and investment strategies under ambiguous environment |
scientific article |
Statements
Time-consistent proportional reinsurance and investment strategies under ambiguous environment (English)
0 references
19 November 2018
0 references
smooth ambiguity control
0 references
proportional reinsurance
0 references
optimal investment
0 references
time-consistent strategy
0 references
equilibrium control law
0 references
