Time-consistent proportional reinsurance and investment strategies under ambiguous environment (Q1622519)
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scientific article; zbMATH DE number 6981080
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent proportional reinsurance and investment strategies under ambiguous environment |
scientific article; zbMATH DE number 6981080 |
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Time-consistent proportional reinsurance and investment strategies under ambiguous environment (English)
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19 November 2018
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smooth ambiguity control
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proportional reinsurance
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optimal investment
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time-consistent strategy
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equilibrium control law
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