Optimal investment and reinsurance with premium control (Q2244242)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and reinsurance with premium control |
scientific article |
Statements
Optimal investment and reinsurance with premium control (English)
0 references
12 November 2021
0 references
exponential utility
0 references
investment
0 references
optimal strategy
0 references
premium control
0 references
reinsurance
0 references
safety loading
0 references
