Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q1743390): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:30, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence |
scientific article |
Statements
Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence (English)
0 references
13 April 2018
0 references
exponential utility
0 references
Hamilton-Jacobi-Bellman equation
0 references
common shock dependence
0 references
investment/reinsurance
0 references
jump-diffusion process
0 references
