Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks (Q743147)
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scientific article; zbMATH DE number 6347052
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks |
scientific article; zbMATH DE number 6347052 |
Statements
Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks (English)
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22 September 2014
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optimal proportional reinsurance strategy
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optimal investment strategy
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CRRA utility
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stochastic dynamic programming
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stochastic inflation index
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stochastic interest rate
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