Dynamic economic model for optimal investment and insurance

MaRDI QIDQ5373702zbMATH OpenFDO

Authors Dan Zhu

Publication date 27 October 2017

zbMATH Keywords

dynamic programmingexcess returndeductible insurancetheory of utility

Mathematics Subject Classification ID

Dynamic programming (90C39) Utility theory (91B16)

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(2)

• Indices economicos. Modelo dinamico de inversion
• Optimal decision on dynamic insurance price and investment portfolio of an insurer

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