Optimal time-consistent investment-reinsurance strategy for state-dependent risk aversion with delay and common shocks (Q6170103)
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scientific article; zbMATH DE number 7711317
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal time-consistent investment-reinsurance strategy for state-dependent risk aversion with delay and common shocks |
scientific article; zbMATH DE number 7711317 |
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Optimal time-consistent investment-reinsurance strategy for state-dependent risk aversion with delay and common shocks (English)
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12 July 2023
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investment and reinsurance
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common shocks
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state-dependent risk aversion
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extended HJB equations
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stochastic delay differential equation
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