Optimal reinsurance and investment in a Markovian regime-switching economy with delay and common shock (Q5064289): Difference between revisions
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Revision as of 19:38, 5 March 2024
scientific article; zbMATH DE number 7494974
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance and investment in a Markovian regime-switching economy with delay and common shock |
scientific article; zbMATH DE number 7494974 |
Statements
Optimal reinsurance and investment in a Markovian regime-switching economy with delay and common shock (English)
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21 March 2022
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mean-variance
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reinsurance and investment
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dependent risk
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extended Hamilton-Jacobi-Bellman equation
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Markovian regime-switching
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