Optimal reinsurance and investment problem with default risk and bounded memory (Q3386600): Difference between revisions
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Revision as of 11:00, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance and investment problem with default risk and bounded memory |
scientific article |
Statements
Optimal reinsurance and investment problem with default risk and bounded memory (English)
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5 January 2021
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default risk
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optimal reinsurance-investment strategy
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bounded memory
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CEV model
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Hamilton-Jacobi-Bellman equation
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