Optimal reinsurance and investment problem with the minimum capital deposit constraint (Q6096152)
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scientific article; zbMATH DE number 7736113
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance and investment problem with the minimum capital deposit constraint |
scientific article; zbMATH DE number 7736113 |
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Optimal reinsurance and investment problem with the minimum capital deposit constraint (English)
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11 September 2023
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non-cheap reinsurance
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Hamilton-Jacobi-Bellman equation
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minimum capital deposit
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