Optimal investment for an insurer under liquid reserves (Q2031332)

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Optimal investment for an insurer under liquid reserves
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    title
    Optimal investment for an insurer under liquid reserves (English)
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    DOI
    10.3934/jimo.2019114
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    author
    Haili Yuan
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    Hu, Yijun
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    publication date
    9 June 2021
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    zbMATH DE Number
    7356884
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    zbMATH Keywords
    risk model
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    liquid reserve
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    CARA utility
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    quadratic utility
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