Optimal investment and risk control problems with delay for an insurer in defaultable market (Q2244231)
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scientific article; zbMATH DE number 7425073
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| default for all languages | No label defined |
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| English | Optimal investment and risk control problems with delay for an insurer in defaultable market |
scientific article; zbMATH DE number 7425073 |
Statements
Optimal investment and risk control problems with delay for an insurer in defaultable market (English)
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12 November 2021
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default risk
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investment strategy
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risk control
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Hamilton-Jacobi-Bellman equation
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bounded memory
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0.8616074919700623
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0.8319107294082642
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0.8318268060684204
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0.8275671005249023
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0.8187739849090576
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