Asymptotic behavior of an optimal investment-reinsurance problem with general utility functions
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Publication:2152960
DOI10.1155/2022/1895090zbMath1490.91195OpenAlexW4280619838MaRDI QIDQ2152960
Publication date: 1 July 2022
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2022/1895090
Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10) Actuarial mathematics (91G05)
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