Optimal reinsurance-investment strategy under risks of interest rate, exchange rate and inflation (Q1739353)
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scientific article; zbMATH DE number 7048047
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| English | Optimal reinsurance-investment strategy under risks of interest rate, exchange rate and inflation |
scientific article; zbMATH DE number 7048047 |
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Optimal reinsurance-investment strategy under risks of interest rate, exchange rate and inflation (English)
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26 April 2019
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optimal reinsurance-investment strategy
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foreign exchange market
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extended CIR
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stochastic inflation
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dynamic programming principle
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0.97418773
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0.96100897
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0.95369095
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0.94881797
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0.9377372
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0.92865497
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0.92590624
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0.9215752
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