Optimal time-consistent investment and reinsurance strategy under time delay and risk dependent model

DOI10.1155/2020/9368346zbMath1459.91162OpenAlexW3082514801MaRDI QIDQ2007166

Publication date: 12 October 2020

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2020/9368346

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Actuarial mathematics (91G05) Hamilton-Jacobi equations in optimal control and differential games (49L12)

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