Optimal investment and risk control policies for an insurer: expected utility maximization (Q2513618): Difference between revisions
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Revision as of 21:17, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and risk control policies for an insurer: expected utility maximization |
scientific article |
Statements
Optimal investment and risk control policies for an insurer: expected utility maximization (English)
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28 January 2015
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jump-diffusion process
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martingale approach
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HARA utility
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CARA utility
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quadratic utility
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