Martingale method for optimal investment and proportional reinsurance (Q2036123)
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scientific article; zbMATH DE number 7363853
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale method for optimal investment and proportional reinsurance |
scientific article; zbMATH DE number 7363853 |
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Martingale method for optimal investment and proportional reinsurance (English)
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28 June 2021
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martingale method
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proportional reinsurance
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investment
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exponential utility
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quadratic utility
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