Constant elasticity of variance model for proportional reinsurance and investment strategies (Q661201)
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 6004724
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Constant elasticity of variance model for proportional reinsurance and investment strategies |
scientific article; zbMATH DE number 6004724 |
Statements
Constant elasticity of variance model for proportional reinsurance and investment strategies (English)
0 references
10 February 2012
0 references
constant elasticity of variance
0 references
reinsurance
0 references
Hamilton-Jacobi-Bellman equation
0 references
optimal strategies
0 references
0 references
0 references
0 references
0 references
0.924916684627533
0 references
0.9184786677360536
0 references
0.8925637006759644
0 references
0.8794500231742859
0 references
0.8782308101654053
0 references
