Optimal investment decision for insurer with real estate under different interest rates on deposit and loan (Q3386346)
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scientific article; zbMATH DE number 7295782
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| English | Optimal investment decision for insurer with real estate under different interest rates on deposit and loan |
scientific article; zbMATH DE number 7295782 |
Statements
14 January 2021
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insurance investment
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real estate
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exponential utility function
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dynamic programming principle
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0.8499402403831482
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0.7893540859222412
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0.7664819955825806
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0.7615219354629517
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