Martingale and duality methods for optimal investment and reinsurance problem in a Lévy model (Q5078056)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Martingale and duality methods for optimal investment and reinsurance problem in a Lévy model |
scientific article; zbMATH DE number 7529981
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale and duality methods for optimal investment and reinsurance problem in a Lévy model |
scientific article; zbMATH DE number 7529981 |
Statements
Martingale and duality methods for optimal investment and reinsurance problem in a Lévy model (English)
0 references
20 May 2022
0 references
martingale method
0 references
minimax martingale measure
0 references
optimal investment and reinsurance
0 references
Lévy process
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
