On maximizing the expected terminal utility by investment and reinsurance (Q1008787)
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scientific article; zbMATH DE number 5535073
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| default for all languages | No label defined |
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| English | On maximizing the expected terminal utility by investment and reinsurance |
scientific article; zbMATH DE number 5535073 |
Statements
On maximizing the expected terminal utility by investment and reinsurance (English)
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30 March 2009
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expected utility
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Hamilton-Jacobi-Bellman equation
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investment
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proportional reinsurance
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0.8569624423980713
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0.8536195158958435
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0.8526878356933594
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0.8514928221702576
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0.8512298464775085
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