Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation (Q659110)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation |
scientific article; zbMATH DE number 6004629
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation |
scientific article; zbMATH DE number 6004629 |
Statements
Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation (English)
0 references
10 February 2012
0 references
proportional reinsurance
0 references
optimal strategy
0 references
0 references
