Optimal investment and reinsurance strategies for an insurer with stochastic economic factor (Q5886710)
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scientific article; zbMATH DE number 7673116
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and reinsurance strategies for an insurer with stochastic economic factor |
scientific article; zbMATH DE number 7673116 |
Statements
Optimal investment and reinsurance strategies for an insurer with stochastic economic factor (English)
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6 April 2023
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stochastic control
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investment-reinsurance strategy
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stochastic economic factor
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Lévy processes
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HJB equation
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