Exponential utility maximization for an insurer with time-inconsistent preferences (Q2520436)
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scientific article; zbMATH DE number 6662950
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Exponential utility maximization for an insurer with time-inconsistent preferences |
scientific article; zbMATH DE number 6662950 |
Statements
Exponential utility maximization for an insurer with time-inconsistent preferences (English)
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13 December 2016
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consumption-investment-reinsurance strategy
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time inconsistence
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equilibrium strategy
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backward stochastic differential equation
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integral equation
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0.8021196722984314
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0.7953213453292847
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0.7934618592262268
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0.7922890782356262
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0.7837660312652588
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