Optimal proportional reinsurance to maximize an insurer’s exponential utility under unobservable drift (Q6171940)
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scientific article; zbMATH DE number 7727557
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal proportional reinsurance to maximize an insurer’s exponential utility under unobservable drift |
scientific article; zbMATH DE number 7727557 |
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Optimal proportional reinsurance to maximize an insurer’s exponential utility under unobservable drift (English)
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16 August 2023
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exponential utility
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mean-reverting drift
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incomplete information
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optimal reinsurance
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