Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility (Q5097222)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7574021
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility |
scientific article; zbMATH DE number 7574021 |
Statements
Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility (English)
0 references
22 August 2022
0 references
belief heterogeneity
0 references
incentive compatibility
0 references
monotone likelihood ratio
0 references
reinsurance
0 references
singular control
0 references
0 references
0 references
0 references
0 references
0 references
0 references
