Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance (Q2004551)
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scientific article; zbMATH DE number 7256622
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance |
scientific article; zbMATH DE number 7256622 |
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Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance (English)
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7 October 2020
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optimal investment
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reinsurance
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high gain tax
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Markov regime switching
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coupled HJB equations
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