Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation (Q659110)
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scientific article; zbMATH DE number 6004629
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| English | Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation |
scientific article; zbMATH DE number 6004629 |
Statements
Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation (English)
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10 February 2012
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proportional reinsurance
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optimal strategy
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0.8792453408241272
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0.8781659007072449
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0.8760851621627808
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0.8730036020278931
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0.867668867111206
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