Optimal investment decision for insurer with real estate under different interest rates on deposit and loan

DOI10.13383/J.CNKI.JSE.2020.04.006MaRDI QIDQ3386346zbMATH OpenFDO

Authors Yuan Man, Wenjing Guo

Publication date 14 January 2021

zbMATH Keywords

dynamic programming principlereal estateexponential utility functioninsurance investment

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Dynamic programming (90C39) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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