Optimal investment problem for an insurer and a reinsurer (Q256739)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment problem for an insurer and a reinsurer |
scientific article |
Statements
Optimal investment problem for an insurer and a reinsurer (English)
0 references
10 March 2016
0 references
Hamilton-Jacobi-Bellman equation
0 references
optimal reinsurance and investment strategies
0 references
proportional reinsurance
0 references
ruin probability
0 references
utility maximization
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
