Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps (Q2423668): Difference between revisions
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| Property / DOI: 10.1016/j.cam.2019.01.034 / rank | |||
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| Property / DOI: 10.1016/J.CAM.2019.01.034 / rank | |||
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Latest revision as of 13:28, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps |
scientific article |
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Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps (English)
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20 June 2019
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proportional reinsurance and investment
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robust optimal control
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defaultable bond
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jump-diffusion
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exponential utility
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