The optimal merging problem for two first-line insurers with investment and reinsurance policies (Q5383522)
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scientific article; zbMATH DE number 7070662
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| English | The optimal merging problem for two first-line insurers with investment and reinsurance policies |
scientific article; zbMATH DE number 7070662 |
Statements
21 June 2019
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optimal investment strategy
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optimal merging time
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optimal stopping theorem
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optimal proportional reinsurance strategy
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0.8037266731262207
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0.7558391690254211
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0.7370312213897705
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0.7362807989120483
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0.7341675758361816
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