Time-consistent investment-reinsurance strategy with a defaultable security under ambiguous environment (Q2076384)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent investment-reinsurance strategy with a defaultable security under ambiguous environment |
scientific article |
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Time-consistent investment-reinsurance strategy with a defaultable security under ambiguous environment (English)
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16 February 2022
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smooth ambiguity utility
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Heston's SV model
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defaultable bond
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time-consistent strategy
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reinsurance and investment
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