Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework (Q6096581)
From MaRDI portal
scientific article; zbMATH DE number 7737888
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework |
scientific article; zbMATH DE number 7737888 |
Statements
Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework (English)
0 references
15 September 2023
0 references
stochastic processes
0 references
thinning-dependence
0 references
delay factors
0 references
extended Hamilton-Jacobi-Bellman (HJB) delay system
0 references
time-consistent strategy
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
