Optimal investment and reinsurance for insurers with uncertain time-horizon
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Publication:1718017
DOI10.1155/2014/271930zbMath1407.91137OpenAlexW2120036743WikidataQ59065288 ScholiaQ59065288MaRDI QIDQ1718017
Publication date: 8 February 2019
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/271930
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Optimal reinsurance and investment strategies for insurers with mispricing and model ambiguity, Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function
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