On optimal investment in a reinsurance context with a point process market model (Q661254)
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scientific article; zbMATH DE number 6004761
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On optimal investment in a reinsurance context with a point process market model |
scientific article; zbMATH DE number 6004761 |
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On optimal investment in a reinsurance context with a point process market model (English)
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10 February 2012
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reinsurance and investment
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expected utility maximization
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ruin minimization
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value iteration
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