Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework (Q6096581)
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scientific article; zbMATH DE number 7737888
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework |
scientific article; zbMATH DE number 7737888 |
Statements
Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework (English)
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15 September 2023
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stochastic processes
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thinning-dependence
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delay factors
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extended Hamilton-Jacobi-Bellman (HJB) delay system
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time-consistent strategy
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