Optimal reinsurance and investment strategy with two piece utility function (Q2628182)
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scientific article; zbMATH DE number 6729500
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal reinsurance and investment strategy with two piece utility function |
scientific article; zbMATH DE number 6729500 |
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Optimal reinsurance and investment strategy with two piece utility function (English)
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12 June 2017
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two piece utility function
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martingale technique
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optimal control
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investment
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proportional reinsurance
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0.8637833595275879
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0.8629715442657471
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0.858755886554718
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0.8560295701026917
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