Optimal reinsurance and investment policies with the CEV stock market (Q517202)
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 6696573
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal reinsurance and investment policies with the CEV stock market |
scientific article; zbMATH DE number 6696573 |
Statements
Optimal reinsurance and investment policies with the CEV stock market (English)
0 references
23 March 2017
0 references
proportional reinsurance
0 references
CEV model
0 references
stochastic control
0 references
Hamilton-Jacobi-Bellman equation
0 references
exponential utility
0 references
0 references
0 references
0 references
0 references
0.950442373752594
0 references
0.9113158583641052
0 references
0.9105934500694276
0 references
0.9089362025260924
0 references
0.9079328775405884
0 references
