Optimal reinsurance-investment problem for a general insurance company under a generalized dynamic contagion claim model (Q6099190)
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scientific article; zbMATH DE number 7697859
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance-investment problem for a general insurance company under a generalized dynamic contagion claim model |
scientific article; zbMATH DE number 7697859 |
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Optimal reinsurance-investment problem for a general insurance company under a generalized dynamic contagion claim model (English)
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19 June 2023
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reinsurance-investment problem
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generalized dynamic contagion claims
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self-exciting effect
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externally-exciting effect
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mean-variance criterion
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