Optimal investment, consumption and proportional reinsurance under model uncertainty (Q2514622)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment, consumption and proportional reinsurance under model uncertainty |
scientific article |
Statements
Optimal investment, consumption and proportional reinsurance under model uncertainty (English)
0 references
3 February 2015
0 references
investment
0 references
consumption
0 references
reinsurance
0 references
model uncertainty
0 references
stochastic maximum principle
0 references
Malliavin calculus
0 references
