Martingale and duality methods for optimal investment and reinsurance problem in a Lévy model (Q5078056)
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scientific article; zbMATH DE number 7529981
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale and duality methods for optimal investment and reinsurance problem in a Lévy model |
scientific article; zbMATH DE number 7529981 |
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Martingale and duality methods for optimal investment and reinsurance problem in a Lévy model (English)
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20 May 2022
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martingale method
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minimax martingale measure
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optimal investment and reinsurance
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Lévy process
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