Minimax martingale method for optimal investment-reinsurance problem in a general insurance company risk model (Q3385100)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Minimax martingale method for optimal investment-reinsurance problem in a general insurance company risk model |
scientific article; zbMATH DE number 7448171
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Minimax martingale method for optimal investment-reinsurance problem in a general insurance company risk model |
scientific article; zbMATH DE number 7448171 |
Statements
17 December 2021
0 references
proportional reinsurance
0 references
minimax martingale measure
0 references
investment
0 references
reinsurance
0 references
0.8295382857322693
0 references
0.8214502930641174
0 references
0.8212728500366211
0 references
0.8208364248275757
0 references
0.8185160756111145
0 references
