Optimal decision on dynamic insurance price and investment portfolio of an insurer

DOI10.1016/j.insmatheco.2013.01.007zbMath1284.91255OpenAlexW2001181212MaRDI QIDQ2442539

Krzysztof Ostaszewski, James M. Carson, Zhongkai Wen, Hong Mao

Publication date: 3 April 2014

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.01.007

zbMATH Keywords

stochastic optimal controldemandinvestment portfolioinsurance pricing

Mathematics Subject Classification ID

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