Optimal reinsurance and investment under \(n\) dependent insurance businesses (Q4983993)
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scientific article; zbMATH DE number 7338544
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| English | Optimal reinsurance and investment under \(n\) dependent insurance businesses |
scientific article; zbMATH DE number 7338544 |
Statements
26 April 2021
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time consistency
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investment
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reinsurance
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stochastic control
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HJB equation
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0.9161437749862672
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0.8814247250556946
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0.8767150044441223
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0.8763830661773682
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