Optimal investment and reinsurance problem toward joint interests of the insurer and the reinsurer under default risk (Q5867741)
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scientific article; zbMATH DE number 7585007
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| English | Optimal investment and reinsurance problem toward joint interests of the insurer and the reinsurer under default risk |
scientific article; zbMATH DE number 7585007 |
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Optimal investment and reinsurance problem toward joint interests of the insurer and the reinsurer under default risk (English)
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14 September 2022
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defaultable bond
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investment and reinsurance
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joint interests
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exponential utility
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dynamic programming
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