Dynamic economic model for optimal investment and insurance

zbMATH Open1410.91298MaRDI QIDQ5373702FDOQ5373702

Authors: Dan Zhu 

Publication date: 27 October 2017

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• scientific article; zbMATH DE number 6501621

zbMATH Keywords

dynamic programmingexcess returndeductible insurancetheory of utility

Mathematics Subject Classification ID

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

Cited In (2)

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

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