Optimal investment and reinsurance policies in insurance markets under the effect of inside information (Q5414518)
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scientific article; zbMATH DE number 6292449
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and reinsurance policies in insurance markets under the effect of inside information |
scientific article; zbMATH DE number 6292449 |
Statements
Optimal investment and reinsurance policies in insurance markets under the effect of inside information (English)
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6 May 2014
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inside information
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Hamilton-Jacobi-Bellman equation
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proportional reinsurance
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insurance markets
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