Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff (Q2514608): Difference between revisions

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Revision as of 08:26, 5 March 2024

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Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff
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    Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff (English)
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    3 February 2015
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    investment
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    consumption
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    reinsurance
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    backward stochastic differential equation
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    Malliavin calculus
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