Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market (Q2633700): Difference between revisions
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Revision as of 08:55, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market |
scientific article |
Statements
Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market (English)
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10 May 2019
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stochastic control
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time-consistent strategy
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defaultable bond
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delay
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reinsurance and investment
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