Optimal investment and risk control policies for an insurer: expected utility maximization (Q2513618)
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scientific article; zbMATH DE number 6391852
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| English | Optimal investment and risk control policies for an insurer: expected utility maximization |
scientific article; zbMATH DE number 6391852 |
Statements
Optimal investment and risk control policies for an insurer: expected utility maximization (English)
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28 January 2015
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jump-diffusion process
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martingale approach
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HARA utility
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CARA utility
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quadratic utility
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0.8570256233215332
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0.8289650082588196
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0.8281629085540771
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0.8278160095214844
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0.8192970156669617
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