Optimal reinsurance and investment under n dependent insurance businesses

DOI10.3969/J.ISSN.1005-3085.2020.05.003zbMATH Open1474.91161MaRDI QIDQ4983993FDOQ4983993

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Publication date: 26 April 2021

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zbMATH Keywords

investmentHJB equationstochastic controlreinsurancetime consistency

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Financial markets (91G15) Optimal stochastic control (93E20)

Cited In (4)

• Title not available (Why is that?)
• Optimal reinsurance-investment problem for a general insurance company under a generalized dynamic contagion claim model
• Bayesian optimal investment and reinsurance with dependent financial and insurance risks
• Title not available (Why is that?)

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