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Optimal reinsurance and investment problem with multiple risky assets and correlation risk for an insurer under the Ornstein-Uhlenbeck model - MaRDI portal

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Optimal reinsurance and investment problem with multiple risky assets and correlation risk for an insurer under the Ornstein-Uhlenbeck model (Q6541109)

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scientific article; zbMATH DE number 7850704
Language Label Description Also known as
English
Optimal reinsurance and investment problem with multiple risky assets and correlation risk for an insurer under the Ornstein-Uhlenbeck model
scientific article; zbMATH DE number 7850704

    Statements

    title
    Optimal reinsurance and investment problem with multiple risky assets and correlation risk for an insurer under the Ornstein-Uhlenbeck model (English)
    0 references
    author
    Ximin Rong
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    Y. Q. Yan
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    Hui Zhao
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    publication date
    17 May 2024
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    cites work
    Q4032143
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    Identifiers

    zbMATH DE Number
    7850704
    0 references
     
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