Optimal reinsurance-investment strategies for insurers under mean-car criteria (Q2450818)
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scientific article; zbMATH DE number 6296112
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| English | Optimal reinsurance-investment strategies for insurers under mean-car criteria |
scientific article; zbMATH DE number 6296112 |
Statements
Optimal reinsurance-investment strategies for insurers under mean-car criteria (English)
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16 May 2014
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optimal proportional reinsurance-investment strategy
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insurers
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capital-at-risk
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Hamilton-Jacobi-Bellman equation
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0.9113188982009888
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0.8675712943077087
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0.8574152588844299
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0.8503299355506897
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0.8461611866950989
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