Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps (Q2423668): 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 07:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps |
scientific article |
Statements
Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps (English)
0 references
20 June 2019
0 references
proportional reinsurance and investment
0 references
robust optimal control
0 references
defaultable bond
0 references
jump-diffusion
0 references
exponential utility
0 references
