Exponential utility maximization for an insurer with time-inconsistent preferences (Q2520436)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential utility maximization for an insurer with time-inconsistent preferences |
scientific article |
Statements
Exponential utility maximization for an insurer with time-inconsistent preferences (English)
0 references
13 December 2016
0 references
consumption-investment-reinsurance strategy
0 references
time inconsistence
0 references
equilibrium strategy
0 references
backward stochastic differential equation
0 references
integral equation
0 references
