Optimal reinsurance and investment in danger‐zone and safe‐region (Q4994758)
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scientific article; zbMATH DE number 7361614
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance and investment in danger‐zone and safe‐region |
scientific article; zbMATH DE number 7361614 |
Statements
Optimal reinsurance and investment in danger‐zone and safe‐region (English)
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22 June 2021
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diffusion approximation model
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Hamilton-Jacobi-Bellman equation
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investment
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proportional reinsurance
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stochastic optimal control
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