Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model (Q2447423)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6288467
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model |
scientific article; zbMATH DE number 6288467 |
Statements
Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model (English)
0 references
25 April 2014
0 references
excess-of-loss reinsurance
0 references
constant elasticity of variance
0 references
optimal investment strategy
0 references
Hamilton-Jacobi-Bellman equation
0 references
insurer
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9495728611946106
0 references
0.9324411749839784
0 references
0.9072522521018982
0 references
0.906254231929779
0 references
