Optimal reinsurance and investment problem with multiple risky assets and correlation risk for an insurer under the Ornstein-Uhlenbeck model (Q6541109)
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scientific article; zbMATH DE number 7850704
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| English | Optimal reinsurance and investment problem with multiple risky assets and correlation risk for an insurer under the Ornstein-Uhlenbeck model |
scientific article; zbMATH DE number 7850704 |
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Optimal reinsurance and investment problem with multiple risky assets and correlation risk for an insurer under the Ornstein-Uhlenbeck model (English)
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17 May 2024
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