Optimal Monotone Mean-Variance Problem in a Catastrophe Insurance Model

MaRDI QIDQ6457391zbMATH OpenFDO

Authors Bohan Li, Junyi Guo, Xiaoqing Liang

Publication date 31 October 2023

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Financial applications of other theories (91G80)

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