Optimal reinsurance-investment problem with dependent risks based on Legendre transform (Q2190278)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance-investment problem with dependent risks based on Legendre transform |
scientific article |
Statements
Optimal reinsurance-investment problem with dependent risks based on Legendre transform (English)
0 references
18 June 2020
0 references
dependence
0 references
investment
0 references
insurance
0 references
HARA utility
0 references
Legendre transform
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
