Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk (Q333902): Difference between revisions

@@ Property / author @@
+Xin Zhang
@@ Property / author: Xin Zhang / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H30
@@ Property / Mathematics Subject Classification ID: 60H30 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6645748
@@ Property / zbMATH DE Number: 6645748 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+robust optimal control
@@ Property / zbMATH Keywords: robust optimal control / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+investment and reinsurance
@@ Property / zbMATH Keywords: investment and reinsurance / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+defaultable bond
@@ Property / zbMATH Keywords: defaultable bond / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+CARA utility
@@ Property / zbMATH Keywords: CARA utility / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+dynamic programming approach
@@ Property / zbMATH Keywords: dynamic programming approach / rank @@
+Normal rank

Revision as of 04:42, 28 June 2023