Optimal investment and reinsurance for an insurer under Markov-modulated financial market (Q2397849)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal investment and reinsurance for an insurer under Markov-modulated financial market |
scientific article; zbMATH DE number 6722893
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal investment and reinsurance for an insurer under Markov-modulated financial market |
scientific article; zbMATH DE number 6722893 |
Statements
Optimal investment and reinsurance for an insurer under Markov-modulated financial market (English)
0 references
24 May 2017
0 references
optimal investment
0 references
reinsurance
0 references
Markov modulated risk model
0 references
HJB equation
0 references
ruin probability
0 references
0 references
0 references
0 references
0 references
0 references
0.9513225
0 references
0.9433662
0 references
0.9387889
0 references
0 references
0.92932624
0 references
0.9292427
0 references
0.9280516
0 references
0.92766416
0 references
0.9275886
0 references
