scientific article; zbMATH DE number 7266451

DOI10.3969/J.ISSN.1001-4268.2020.02.007zbMATH Open1463.91141MaRDI QIDQ5129446FDOQ5129446

Authors: Qian Zhao, Shaohui Zhu 

Publication date: 27 October 2020

Title of this publication is not available (Why is that?)

Recommendations

• Modeling non-monotone risk aversion using SAHARA utility functions
• Optimal reinsurance and investment in a diffusion model
• Optimal investment for an insurer with exponential utility preference
• Optimal reinsurance and investment strategy with two piece utility function
• Optimal excess-of-loss reinsurance and investment strategy under state-dependent utility function

zbMATH Keywords

insurermartingale approachoptimal investment strategySAHARA utility function

Mathematics Subject Classification ID

Portfolio theory (91G10) Utility theory (91B16)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5129446)