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

From MaRDI portal
Revision as of 08:53, 30 January 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
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=12561790"
    Powered by MediaWiki