Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model (Q2447423): Difference between revisions
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Revision as of 01:01, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model |
scientific article |
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Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model (English)
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25 April 2014
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excess-of-loss reinsurance
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constant elasticity of variance
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optimal investment strategy
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Hamilton-Jacobi-Bellman equation
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insurer
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