Optimal investment strategy for both insurer and reinsurer (Q3132142)
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scientific article; zbMATH DE number 6831567
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal investment strategy for both insurer and reinsurer |
scientific article; zbMATH DE number 6831567 |
Statements
29 January 2018
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proportional reinsurance
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utility maximization
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stochastic control
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optimal investment for reinsurer
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0.9041624665260316
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0.8744103312492371
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0.8674061298370361
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0.8527538776397705
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