Equilibrium reinsurance-investment strategies with partial information and common shock dependence (Q2070705)
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scientific article; zbMATH DE number 7462442
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium reinsurance-investment strategies with partial information and common shock dependence |
scientific article; zbMATH DE number 7462442 |
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Equilibrium reinsurance-investment strategies with partial information and common shock dependence (English)
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24 January 2022
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equilibrium reinsurance-investment strategy
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common shock
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partial information
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extended HJB system of equations
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