The optimal reinsurance-investment problem considering the joint interests of an insurer and a reinsurer under HARA utility (Q2088149)
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scientific article; zbMATH DE number 7605438
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The optimal reinsurance-investment problem considering the joint interests of an insurer and a reinsurer under HARA utility |
scientific article; zbMATH DE number 7605438 |
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The optimal reinsurance-investment problem considering the joint interests of an insurer and a reinsurer under HARA utility (English)
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21 October 2022
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reinsurance
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investment
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HARA utility
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Heston model
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Legendre transform
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