A pair of optimal reinsurance-investment strategies in the two-sided exit framework (Q2374121): Difference between revisions
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Revision as of 06:54, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A pair of optimal reinsurance-investment strategies in the two-sided exit framework |
scientific article |
Statements
A pair of optimal reinsurance-investment strategies in the two-sided exit framework (English)
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14 December 2016
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optimal reinsurance-investment problem
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two-sided exit framework
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Hamilton-Jacobi-Bellman (HJB) equation
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Legendre transform
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ruin probability
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