Optimal investment problem for an insurer and a reinsurer (Q256739): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 93E20 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 49L20 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6553047 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
Hamilton-Jacobi-Bellman equation | |||
| Property / zbMATH Keywords: Hamilton-Jacobi-Bellman equation / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
optimal reinsurance and investment strategies | |||
| Property / zbMATH Keywords: optimal reinsurance and investment strategies / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
proportional reinsurance | |||
| Property / zbMATH Keywords: proportional reinsurance / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
ruin probability | |||
| Property / zbMATH Keywords: ruin probability / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
utility maximization | |||
| Property / zbMATH Keywords: utility maximization / rank | |||
Normal rank | |||
Revision as of 12:30, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment problem for an insurer and a reinsurer |
scientific article |
Statements
Optimal investment problem for an insurer and a reinsurer (English)
0 references
10 March 2016
0 references
Hamilton-Jacobi-Bellman equation
0 references
optimal reinsurance and investment strategies
0 references
proportional reinsurance
0 references
ruin probability
0 references
utility maximization
0 references
