Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation (Q659110)

From MaRDI portal
Revision as of 18:48, 3 July 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation
scientific article

    Statements

    title
    Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation (English)
    0 references
    author
    Yusong Cao
    0 references
    Nianqing Wan
    0 references
    publication date
    10 February 2012
    0 references
    zbMATH Keywords
    proportional reinsurance
    0 references
    optimal strategy
    0 references

    Identifiers

    zbMATH DE Number
    6004629
    0 references
     
      Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q659110&oldid=932109"
      Powered by MediaWiki