Optimal investment and reinsurance problem with delay under the CEV model (Q5128464)
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scientific article; zbMATH DE number 7267494
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| English | Optimal investment and reinsurance problem with delay under the CEV model |
scientific article; zbMATH DE number 7267494 |
Statements
27 October 2020
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proportion reinsurance
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CEV model
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stochastic differential delay equation
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Hamilton-Jacobi-Bellman equation
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0.910224676132202
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0.8849279880523682
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0.8838686347007751
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0.8813678026199341
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