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Proportional reinsurance and investment in multiple risky assets under borrowing constraint - MaRDI portal

Proportional reinsurance and investment in multiple risky assets under borrowing constraint (Q5117679)

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scientific article; zbMATH DE number 7239963
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English
Proportional reinsurance and investment in multiple risky assets under borrowing constraint
scientific article; zbMATH DE number 7239963

    Statements

    title
    Proportional reinsurance and investment in multiple risky assets under borrowing constraint (English)
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    author
    Haluk Yener
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    publication date
    26 August 2020
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    zbMATH Keywords
    ruin probability
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    proportional reinsurance
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    Hamilton-Jacobi-Bellman equation
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    portfolio selection
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    borrowing constraint
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    cites work
    Q4357645
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    Q4032143
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    Identifiers

    zbMATH DE Number
    7239963
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    OpenAlex ID
    W3125159626
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    Wikidata QID
    Q127020232
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