Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market (Q2633700)
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scientific article; zbMATH DE number 7053070
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| English | Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market |
scientific article; zbMATH DE number 7053070 |
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Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market (English)
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10 May 2019
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stochastic control
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time-consistent strategy
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defaultable bond
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delay
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reinsurance and investment
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0.905082941055298
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0.9004847407341003
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0.8858423829078674
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0.8821123838424683
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