Optimal reinsurance-investment strategies for an insurance company with real estate investment (Q4690841)
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scientific article; zbMATH DE number 6962224
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| English | Optimal reinsurance-investment strategies for an insurance company with real estate investment |
scientific article; zbMATH DE number 6962224 |
Statements
22 October 2018
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real estate investment
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risky-asset investment
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proportional reinsurance
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ruin probability
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combined stochastic control
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optimal stopping problem
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0.8952361345291138
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0.7915250062942505
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0.7893540859222412
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0.7888842821121216
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0.7875075340270996
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