Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility (Q5097222)
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scientific article; zbMATH DE number 7574021
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility |
scientific article; zbMATH DE number 7574021 |
Statements
Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility (English)
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22 August 2022
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belief heterogeneity
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incentive compatibility
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monotone likelihood ratio
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reinsurance
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singular control
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