Constant elasticity of variance model for proportional reinsurance and investment strategies (Q661201)
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scientific article; zbMATH DE number 6004724
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constant elasticity of variance model for proportional reinsurance and investment strategies |
scientific article; zbMATH DE number 6004724 |
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Constant elasticity of variance model for proportional reinsurance and investment strategies (English)
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10 February 2012
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constant elasticity of variance
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reinsurance
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Hamilton-Jacobi-Bellman equation
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optimal strategies
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