Optimal insurance in a changing economy (Q2438339)

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Optimal insurance in a changing economy
scientific article

    Statements

    title
    Optimal insurance in a changing economy (English)
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    author
    Jingzhen Liu
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    Tak Kuen Siu
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    Wai-Ki Ching
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    Ka-Fai Cedric Yiu
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    publication date
    11 March 2014
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    zbMATH Keywords
    optimal insurance
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    regime-switching
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    utility maximization
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    dynamic programming
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    regime-switching Hamilton-Jacobi-Bellman (HJB) equation
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    49L20
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    91B30
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    zbMATH DE Number
    6267640
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    OpenAlex ID
    W1979606964
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