Constrained investment-reinsurance optimization with regime switching under variance premium principle (Q2374119)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constrained investment-reinsurance optimization with regime switching under variance premium principle |
scientific article |
Statements
Constrained investment-reinsurance optimization with regime switching under variance premium principle (English)
0 references
14 December 2016
0 references
investment
0 references
reinsurance
0 references
regime switching
0 references
variance premium principle
0 references
Hamilton-Jacobi-Bellman equation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
