Proportional reinsurance and investment in multiple risky assets under borrowing constraint (Q5117679)
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scientific article; zbMATH DE number 7239963
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Proportional reinsurance and investment in multiple risky assets under borrowing constraint |
scientific article; zbMATH DE number 7239963 |
Statements
Proportional reinsurance and investment in multiple risky assets under borrowing constraint (English)
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26 August 2020
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ruin probability
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proportional reinsurance
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Hamilton-Jacobi-Bellman equation
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portfolio selection
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borrowing constraint
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