Optimal reinsurance and investment strategy with two piece utility function (Q2628182)

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Optimal reinsurance and investment strategy with two piece utility function
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    Statements

    title
    Optimal reinsurance and investment strategy with two piece utility function (English)
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    author
    Lv Chen
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    Hailiang Yang
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    publication date
    12 June 2017
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    zbMATH Keywords
    two piece utility function
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    martingale technique
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    optimal control
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    investment
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    proportional reinsurance
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    cites work
    Q4368791
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    Q4900807
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    Identifiers

    DOI
    10.3934/jimo.2016044
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    Mathematics Subject Classification ID
    91B30
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    91B16
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    60H30
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    93E20
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    zbMATH DE Number
    6729500
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    OpenAlex ID
    W2514035194
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